I've been to hundreds of concerts, so this is a tough one. My wife and I love to do concert photography, combining two of our passions - music and photography. A lot of the artwork in our house is large-scale prints of our concert photography. If I had to pick one concert, I think I would say U2 at an amphitheater in Chicago in the early 90s. Nearly the entire audience was singing along with every song. The energy and love was palpable - it was pretty magical. We have seen lots of other great shows like Nine Inch Nails (amazing light show, staging, and intense performance), Duran Duran (high energy shows with lots of crowd participation), Buddy Guy (amazing Blues performer), Devo (seen them over 20 times throughout the US), and many many more. Thanks for starting a great thread!!
Cheers,
MacJedi