I think I blew my best concert experience ever early on: Fishbone at City Gardens in 1987. I only had a vague idea of what to expect, and of course they blew the lid off that little place.
Also in '87, I saw the Pogues at City Gardens and then opening for U2 at MSG. It was, as one would expect, a lesson in contrasts: they former was a pretty typical non-hardcore CG show, while at the latter, the fluorescents were on full and there were maybe 9 people dancing in the whole arena.
Murphy's Law at CGs, multiple times from '86-'88; Rollins put on a pretty great show around then too
Billy Bragg at Irving Plaza in '99 or '00
Mos Def with band at Bowery Ballroom, also around that time
I don't know if this counts, but I saw Patton open for Aimee Mann at Town Hall, also around that time, and had no idea who he was but thought he was one of the funniest comics I'd ever seen
Gillian Welch and David Rawlings, also Town Hall, '02 or '03
Patti Smith New Years' Eve show, '06/'07
TL at McCarren Pool last summer
Big Dipper at Maxwell's this past spring
And then, the most disappointing shows: hands down, the worst was Porno for Pyros at Roseland in '93 or '94. O that I had been listening live to the Fab 5 show!! Modest Mouse at Nokia Theater in Times Square was also pretty lousy, even with Johnny Marr.
