This has got me thinking - a lot. I've been to well over 1000 live concerts, toured with numerous bands as a photographer and it makes it hard to pick my favorite.
For me I'd have to say Bon Jovi 2800 Fahrenheit tour. Although I saw about 150 dates, I think a lot of the enthusiasm has to do with the band's raw talent and hunger to succeed. That translated to the audience in a big way. At that point the band, myself, and the tour manager travelled in the bus together. One bus. It was tight but it was intimate and the preparations these guys did to make sure they succeeded was palpable.
There were a lot of other bands and shows that were memorable - Heart, ACDC, Wierd Al, Tears for Fears, Chicago, Beach Boys, Skid Row (before they were signed), Cinderella, Paul McCartney, Alabama, Ratt, Ozzy, ZZ Top, list goes on.
Second best would have to go to Cinderella or Skid Row - tie . Again, a more personal connection, but maybe the familiarity and the ties with the bands made the experience better, Only one show was I contracted to do that I walked out on - Kiss. They were so incredibly nasty I couldn't handle it....