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.
I haven't seen Modest Mouse live but I've seen them perform on late-night shows or like Festival appearances on TV and Issac Brock just sounds so horrible.
I've been keeping track for a long time of all the shows and I see (and sometimes the setlists) for nostalgia purposes, but I still couldn't say the best show I've seen. Here are the bands I'd say really impressed me live: Beastie Boys, Buddy Guy, The Hives, Pearl Jam, My Morning Jacket, Seu Jorge, Radiohead, Jonathan Richman, and a lot of jam-bands that sounded really good (The Black Crowes, Robert Randolph and the Family Band, The Allman Brothers Band, The Derek Trucks Band)