Tough call between the first two and the CA tour, but I have to give the slight edge to Vapor Trails tour; it just had so many classics, as well as a bunch of new great ones. Plus, I have major nostalgic love for it, since it was the return of the boys, and the show I saw in August 2002 remains one of my three favorite shows by anyone, ever.
The CA tour was awesome with all of those Clockwork Angels and Power Windows songs.
The R30 set list was absolute money as well, but it was pretty similar to the VT one, and while I get why they did some covers, their presence devalued the set list a little, especially when compared to these others.
The first set of the S&A tour was a diehard fan's wet dream - we saw the return of Mission, Circumstances and Digital Man, as well as the first live debut of Entre Nous, and then the return of Ghost of a Chance on the 2008 leg - but, while I liked S&A a lot, five songs in a row from it to kick off the 2nd set just sucked the life out of many live crowds. One Little Victory as an encore remains one of their biggest set list WTFs ever.
The Time Machine tour set list was solid, what with all of MP, but that middle section of the first set had a lot of fans scratching their heads, myself included. I love Leave That Thing Alone, but I think that was a bad spot for it, and while I don't dislike Stick It Out, Workin' Them Angels, Faithless or BU2B, them occupying four of the five slots of a five-song run was more than a bit questionable. And ending the second set with Far Cry? Just, no.