I have seen a seriously large amount of bands - I'm a freelance music writer - but the best by a country mile is Bruce Springsteen & The E Street Band. They start at a level of excitement nost bands would love to be able to finish with, and just ratchet up the atmosphere from there.
Ive also seen loads of bands up and down UK but for me it has to be U2, Glasgow SECC, Achtung Baby Tour Jun 92. Reasons?...The band in their prime and touring their best album with their best stage show (before it all went OTT with the full on Zoo TV, McPhisto & giant lemons)...combined with an unbelievable up for it Glasgow crowd...and to top it all just before the band hit the stage they whip the crowd into a frenzy by broadcasting the result on the big tv screens of that night's Scotland football victory - beating CIS 3-0 in the Swedish European Championship!!
U2 at Twickenham last year - if you can ignore all of Bono's pseudo-messianic drivel and just focus on what a great band they are, I was blown away - I go to about 30 gigs a year, of all sizes, and that one stood out for me as being a band absolutely at the top of their game.
...and to nod to Gene also on this thread, their last ever gig at the Astoria was something special too.
oasis... reebok stadium
siouxsie & the banshees liverpool royal court
boomtown rats liverpool empire
japan -----------//--------------
the jam... deeside leisure centre
blondie ----------------//-----------------------
all fantastic, in their own way