Ooh, that's a good question. I've seen almost 400 shows, +/-, so there's a lot to choose from.
My first is up there: Iron Maiden opening for Judas Priest on the Number.../Screaming... tour (1982).
Believe it or not, Page/Plant at the Nassau Coliseum was awesome. I've recounted this before, but "The Song Remains The Same" is probably the single greatest moment I've ever experienced at a show. It was mesmerizing.
Deep Purple on the Purpendicular tour; I was third row, and I've never seen a band so tight as when the break on "Woman From Tokyo" ended, there was a pause, and the entire band when to 11 in a nanosecond.
Blackmore's Night about a month ago; Ritchie is just beyond words.
Yes on the 90210 tour, during "Hearts" with all the lasers, that was amazing.
Maiden on the Piece of Mind tour; Dickinson's mike was out for the first verse of "Where Eagles Dare"; I was about five rows from the stage on the side, and I swear I could hear him singing acoustically over the (amplified) band. (I could DEFINITELY see him ripping a new ass for the roadie on the side of the stage during the solo.
).
Marillion at Toad's Place on the Seasons End tour.
Stevie Ray Vaughan in the cold rain on the back of a flatbed truck in front of 1000 hung over UConn students, playing as if his life depended on it.
Kiss' homecoming show in Madison Square Garden on the first reunion tour. Gene was on FIRE.
Billy Joel has to be in there somewhere (I've seen him about 10 times).