When I first came upon this thread a couple of years ago, I hadn't been to a Rock concert in around 15 yrs. They're just too loud for me now and that and the fact that my favorites were all a long time ago made me feel too old to want to post a response.
But over the last couple of yrs. I made an exception for two performers I really wanted to hear and who joined my favorites, so here goes. From earliest to latest.
Commack Arena (a roller rink), Commack NY - 1968. Savoy Brown Blues Band was the headliner - and the only one of the three groups to have released a record to that point - and they were really good. But they were eclipsed by the two opening acts. The first was Mountain, and Leslie West's guitar playing was incredible. And then surpassed by Jeff Beck's. The Jeff Beck Group with Rod Stewart blew us away and I still love the "Truth" album they performed that night.
Fillmore East - Late show, 1969. A five hour show that opened with Keith Emerson and The Nice, followed by The Byrds and ended with the Jefferson Airplane. All great music and performances.
Various venues, Late Sixties to Mid Seventies. The Incredible String Band. The "founders" of World Music always put on fantastic shows unlike anything anyone else was doing at the time.
Stony Brook U. Gymnasium, 1972?. The Holy Modal Rounders. An amazingly inventive band, their live show far surpassed any of their albums. Doubly memorable for the fact that three of the group crashed the night before the concert at the house I was living in at the time.
Madison Square Garden, 2006. Bruce Springsteen and the Seeger Sessions Band. What more can I add to what's been said?
And not A Concert, of course, but I can't leave out Woodstock.