Stevie Ray Vaughan at Fitzgerald's, in Houston.
If your standard for "great" is arena rock, you missed the boat. There is no way a great player can really stretch out in an arena. Many times I heard Albert Collins, Lightin' Hopkins, BB King, John Lee Hooker, Albert King, and Alan Haynes in small clubs. Far more enjoyable and amazing than the Who, Stones, Led Zep, Eric Clapton etc. in big arenas, great as some of those shows were. I only wish I could have heard those guys before they made it big. John Lee Hooker, in particular, could get the place going so that every single person in the joint was boogieing along.
Some Grateful Dead shows were great. To the extent I remember them...
