Well, the TFE Tour was their first tour without an opening act and it was an "An Evening With" affair, so that might give it some brownie points. Of course, as jammindude said, the complete "2112" is a treat, albeit tuned down a step (or half-step? I can't remember), something that is exclusive to that tour only. There was also the return of "Natural Science", which hadn't been played since the Moving Pictures Tour, IIRC.
Despite not featuring any songs before 2112 (the album), it has a fairly good spread of material:
2112 - 1 (well, the whole of side 1, over half the album really)
AFTK - 1 (not counting the Cygnus X-1 teaser at the end of the show)
HEMI - 1
PEW - 3
MP - 4 (also all of side 1 of the album, but they played those regularly anyway)
SIG - 1 (Subdivisions was a swapped song along the tour IIRC)
GUP - 1
POW - 1 (The Big Money was also a swapped out song)
HYF - 1
Presto - 0
RTB - 2
CP - 4
TFE - 7 (The most amount of new material played on a tour since GUP, I believe)
Of course, the tour was a bit heavy on the 90s material, but they really killed it on those tunes. Also, Neil's drumset during that tour was gorgeous, and was the only time he featured double bass drums on the back half of the kit, where he had two small acoustic bass drums under his electronic drums. Every kit since then only had 1 bass drum, be it acoustic or electronic.
But is the TFE Tour their *best*? Ehhhh.... up for debate. If you love 90s Rush, then YES, it most certainly is high up there, but if you're a classic, prog-era Rush fan from the late 70s/early 80s, I'd say the Hemispheres Tour is pretty great, or even the Permnanet Waves Tour. Both feature a heavy dose of their proggy epics and complex numbers, including mostly-full versions of "2112".
Some might like their R30 set list a bit more, as it really covers almost all of their albums up to that point (I believe Presto was the only album no represented at any point), and has a KILLER five-song run closing the main set - 2112 (Overture, Temples, Grand Finale), La Villa, By-Tor, Xanadu, and Working Man - all played pretty much non-stop til the final chord of WM. A 70s Rush fan's wet dream!
Then again, fans of Moving Pictures might really love the Time Machine Tour, featuring that whole album played live, as well as first performances of songs like "Presto", "Faithless", and their first two singles from their forthcoming album. It was a shorter show compared to their previous 00s Tours, but it packed a punch!
I honestly cannot pick a favorite tour of theirs, as each one has something unique to offer, regardless of length or song choices.
-Marc.