There are so many ways to answer this question - based on musical performance? Based on the amount of fun I had? The setlist? This list is basically the last two combined - what songs did I hear live, and how much did I love the show? Over the years it will and has changed based on the memories I have of the concerts that I've attended.
1. Iron Maiden - Somewhere Back in Time Tour / Chicago 2008
I was 4 years old when they started the World Slavery Tour. I'd always said that if I could go back in time to see one show, it would be that tour (or Metallica in 1989!). Seeing them recreate that tour and play Rime of the Ancient Mariner, the big mummified Eddie, and a ton of classic tunes was a dream come true. I had already seen them twice, including the Ed Hunter reunion tour, but the arena show and throwback set/setlist was much more meaningful to me.
2. Rammstein - LIFAD Tour / Chicago 2011 & Made in Germany Tour / Chicago 2012
Yeah, I'm listing both shows. I saw them on the LIFAD tour in 2011, which was incredible. I had been a fan for 15 years and was dying for them to come back to the US. Overall, I liked the MIG tour more, since the setlist had more of their older songs, though it lacked the emotional impact of seeing them for the first time and being in awe for 2 hours straight. Perfect sound, perfect stage show, and a killer live band.
3. Heaven & Hell / Reunion tour 2007.
I had always been an "Ozzy or nothing" fan when it came to Sabbath. Then I discovered the Dio-era in the early 2000's and completely changed my tune. Seeing them live with Dio was amazing. He sounded killer, and yeah, they're old fogeys and aren't very entertaining on stage anymore, but this was about finally getting to see Dio front Black Sabbath, regardless of the name of the band. And I can say that I was there. Megadeth had an amazing set, squeezing so much music into an hour, including about half of Rust in Peace.
4. Soilwork - The Ridge Majestic Tour / Arlington Heights, IL 2016
They only played for an hour and a half, tops, maybe closer to an hour, but it was pure magic. Again, I had never seen them and ended up in the front, on the rail in between Speed and Sylvain. Everyone around me was just raging from start to finish, singing along, going ballistic. That was such a fun crowd to be in. I wish they had played longer, though my neck and back wouldn't have been able to take the punishment.
5. Pantera - Official Live Tour / Chicago 1997
Pantera, indoors, at the Aragon Ballroom. 'Nuff said, right? I was 17, and it was my second metal concert (after seeing them at Ozzfest a few months earlier). I found some neighborhood friends and one of them dragged me into the pit. I camped out at the edge of the pit for the rest of the night and got to witness them from a fairly close distance. They were so much more intense when the energy was captured by playing smaller ballroom shows than arenas or sheds. I can say that I saw them 3 times, which makes me happy.
Honorable Mention - American Carnage Tour 2010. Megadeth playing all of RIP, Slayer doing all of Seasons, and Testament as an opener? THRASH HEAVEN.