I've only seen Dio twice. The first time with his solo band, opening for Maiden in 2003. That was a great, short set. All of the hits, a few from Killing the Dragon, which I love, and a little Rainbow and Heaven & Hell.
The second time was on the first leg of the 2007 Heaven and Hell tour, with Megadeth and Machine Head opening. That was an incredible show, finally seeing him front Black Sabbath and play all of those songs. I had chances to see the other legs of the Heaven and Hell tour, but skipped them. I wish I hadn't, but it's too late for that now.
And I absolutely love The Devil You Know. Hearing them get so doomy was awesome, and that was an incredible record for Ronnie to leave as his last.