That's a tough one. Ministry immediately comes to mind for the experience more than the music, although their set was great. I should have known what I was getting into when the chicken wire was put up on the stage. I was right up front when they started. I came out of the pit at the end of their set with a good chunk of hair missing, ruined shoes from being stomped, and wearing a mixture of sweat and blood of unknown origins. That was awesome.
For the music alone, The Lovin' Feelings concert I went to when I was about 8 years old is up there. The Crickets, Paul Revere and The Raiders, Johnny Rivers, Don McLean, and a bunch of others performed. [br][br]
I have had a few dreams realized over the years. Got to see Chris Cornell, The Smashing Pumpkins, NIN, Foo Fighters, Blind Guardian, Gorillaz, Meat Beat Manifesto, Nobuo Uematsu, Devo (twice). I would highly recommend seeing The Octopus Project, Russian Circles, The Invincible Czars, and Dethklok live as well. I would love to see King Gizzard and The Lizard Wizard, Run The Jewels, and (especially) Ghost perform (if live shows ever become a thing again where I'm at.)