Nice on the Chuck D story, Nick! He remains one of my favorite rappers. He spoke truth, loud and hard.
I've seen a lot of concerts, featuring many genres, from dive bars to arenas/amphitheaters. Just about all were good, and many were great. I've seen my fair share of "big-timers," but most of my favorite shows were stoned out of my mind in small venues and cost $10 or less. There's just something special about going to bed, ears still ringing, after getting thoroughly rocked (unless you also happen to get laid... a real bone-us!).
Some that I think deserve mention (sticking to the "rock" genre for now) would be:
Best arena show: First Lollapalooza, whatever year that was. Maybe 1991? I was in high school.... Honorable mention to Tom Petty and Steve Winwood at the Gorge.
Best show in concert hall-type venue: Tom Petty and the Jayhawks at the Bass Concert Hall, Austin, TX (1995). Fantastic venue. Intimate, with outstanding acoustics. Put those acts in an environment like that, smoke a bowl, and expect to be blown away. Honorable mention to Wilco at the "Schnitz" in Portland, a few years back. They've long been a favorite band, and I loved every second.
Loudest show: Sugar, 1993, Liberty Lunch, Austin, TX. Bob Mould likes it loud, and he brings it! My ears rang for 2 days after that one.
Best "rocking:" Guided By Voices, 1997, Liberty Lunch. They were all wasted drunk, and it showed, but we all must have been sharing the same buzz, because they were amazing.
Most of my concert-going (and drug expermintation) was in the 90s. Acts that I saw put on memorable shows in that decade include (but are by no means limited to): Polvo, Frank Black, Sonic Youth, Yo La Tengo, Ween, Versus, The Jon Spencer Blues Explosion, Built to Spill, Dinosaur Jr., Sebadoh....
I should stop now. Hip hop, country, classical, and world concerts will have to be for other threads.