I have 3 favorite:
Metallica, 1991, Nassau Colesium: My first show ever, 3+ hours of Metallica. We had a view from the side of the stage almost level with the stage. It was AWESOME.
Dream Theater, 2000, Roseland: This was the Metropolis 2 tour. Amazing show. They are a band that play EXACTLY the way it's played on the record. On top of that, we bumped into a friend of mine who was getting keyboard lessons from Jordan Rudess and he had VIP passes, so we sat on the elevated side stage at Roseland in Mike Portnoy's family's seats! His wife and kids came up later and gave us a really dirty stare like "Who the fuck are you guys and why are you in my seats?" We moved, and then after we got to talk with Jordan, John and Mike and got to take pictures with them.
System of a Down, 2000, Irving Plaza: This was before they somehow became big. Right after the first album, SUCH an energetic and talented band. And after the spectacular show we hungout with them for about a half hour. Serj, Shavo and John just chilled with us talking about music, New York and politics. Daron was "busy" on the bus.