Top 5 in no particular order:
Radiohead - Grant Park, Chicago 2001 - just after Kid A was released. For those unfamiliar with Chicago, Grant Park is a large park just on the south of downtown, so the backdrop for the concert was the Chicago Skyline. Just a surreal show with about 50,000 other people.
Smashing Pumpkins - St. Andrews Hall, Detroit 1999 - there first show with the full band reunited after they had kicked Chamberlin out for doing heroin with their tour keyboardist. A small sweaty hall packed to the rafters.
Doves - St. Andrews Hall, Detroit 2000 - Doves first tour of the US. They had a small unknown band opening up for them called The Strokes. Long story short, the Strokes were stopped at the border by US Customs due to an order of burnt hemp . . . . Doves did their show (which was mega in its own right), then told everyone to stick around in the bar below the place for the Strokes. Only about 100 of us did. Cue The Strokes just playing a mental gig and me in my City shirt drinking beer with Jimi Goodwin for the whole show talking about City in between songs.
The Joy Formidable - Double Door, Chicago 2011 - If you get the chance to see this band live, do so, they are just extraordinary. Free pre-Lollapalooza show at a sweaty little dive bar. Just excellent.
Noel Gallagher's High Flying Birds - O2 Apollo, Manchester 2011 - His first homecoming gig, just a great pissed up time with one of my high school musical hero's and a bunch of Manc's. Great times.