Two equally awesome concerts at The Tabernacle, the converted Baptist church now concert venue a few blocks from me:
1) Morrissey (see icon) a couple of years ago, going all-OUT with You Are the Quarry materials, plus his and the Smith's most awesome stuff and
2) Pet Shop Boys, 5-6 years ago during the Nightlife tour, also going all-OUT.
Both times I was with Caleb and both times the concerts were ecstatic religious experiences.
In the classical vein, I've seen a lot of great concerts, but I think the time I saw Ilya Grigolts perform Paganine with the Atlanta Symphony was tops. When I got home I immediately ordered his Paganini CD. The man plays like he's possessed. Carmina Burana with the ASO and Chorus was also pretty awesome.