I havent been to too many live shows.
In high school/college I saw Children of Bodom, Amon Amarth, Horse the Band, Trivium, All That Remains, Dragonforce, Opeth, katatonia. Just a bunch of metal bands.
Most recently, I saw Mindless Self Indulgence.
Oh man. Mindless Self Indulgence. Sure I haven't seen a ton of concerts, but that was by far the best I'd been to. The energy was through the roof - things were a bit improvised and fresh, the stage act was incredible, the overall atmosphere was completely outrageous, people were dressed interestingly, - things were loud, the mosh pits were the most violent and risky of any I'd been in. I actually got a real vicious black eye there, bled everywhere and couldn't open my right eye for days. Totally worth it, though. So much fun.
That was hilarious coming into the office the next day....