Best concert you could possibly go and see right now would have to be Muse. Best live band in the world.
Great band, and excellent live.
My favourite gigs have been the Manic Street Preachers in Tokyo 1999, New Model Army at the Sugarmill in Stoke (!), U2 at Wembley in 1993, and a whole load of others.
Some bands suit a big stadium, whilst others are better in more 'intimate' venues. I remember going to see Oasis in Sheffield just before Definitely Maybe was released. I remember thinking, they're not bad, but I wonder if I'll ever hear of them again...