Interesting lists, heavy on the rock legends. Let me add:
Steve Martin (I guess that qualifies as a "concert") in Pershing Auditorium in Lincoln in about 1970, at the height of his standup career and just about the time "King Tut" came out. Great audience that included local "two wild and crazy guys" and "American girls with big American breasts."
Steve Martin was juggling cats and doing king tut in 1979. Cheap Trick opened for him. Agree it was a great show.
Some others of note:
Most bizarre (but with an electric audience nonetheless): Stephen Hawking (The Universe in a Nutshell tour) here in Seattle.
I've had the good fortune to see many other great performances live, some that come to mind--Rolling Stones, Mannheim Steamroller, Transiberian Orchestra--total sensory overload (all in Seattle), Donovan (K.C.), Ray Charles, Frank Sinatra, YoYo Ma, Liza Minelli & Joel Grey, Neville Brothers (small club), Pud Brown (small club), Dave Brubeck (all in New Orleans), the Byrds, BeeGees (both at UNL. BeeGees sang their biggest money maker, a Coca Cola commercial), Linda Ronstadt when she was still with Stone Pony (UNL-East Campus), Elton John and Billy Joel (Tacoma).
Extraordinary theatrical/dance performances that come to mind: Sandy Duncan in Peter Pan on Broadway, Richard Burton in Camelot (New Orleans), Cynthia Gregory and Mikhail Baryshnikov (New Orleans), and Alexander Gudonov with the Bolshoi (St. Louis).
Other memorable live event: Bobby Kennedy speaking at UNL not long before he was murdered.