So many to choose from in over 30+ years of concerts, but if I had to choose one it would have to be The Rolling Stones "No Security" tour. Front row to the mini-stage, Mick, Keith, and Ronnie were no more than 6 inches from me. Was true bliss when they launched in to a superb version of "Midnight Rambler".
Other ones in the running : Pink Floyd's The Wall tour, Eric Clapton's "Nothing But the Blues" tour, SRV & Jeff Beck together, Roger Waters' "Pros & Cons of Hitchhiking" tour w/Clapton on lead guitar, Rush' 2112 tour, Todd Rundgren's Utopia (the RA tour), just about every Neil Young show (w/ or w/out Crazy Horse), Roger Waters' "In the Flesh", several World Series of rock shows at Cleveland Stadium (esp. PF's "Animals" tour) ...