This is VERY hard.
1. Modest Mouse / !!! @ Clunk Records in Fayetteville, AR. (2001) - Probably my first GREAT concert, and therefor can't be topped, way too much sentiment here.
2. Sigur Ros @ Uptown Theatre (2006) - Also saw them at Redrocks (2008), but their sound is soooo much better in an indoor space.
3. Maserati @ Club 007 in Prague, CZ (2007) - Awesome, historic and intimate venue for one of my favorite bands at the time.
4. Portishead @ Hammerstein Ballroom in NY, NY (2011)
5. TIE - Wilco @ Cains Ballroom, Tulsa, OK (2011) / Faithless @ Incheba Expo Park, Prague, CZ (2007)
Sucks to have to leave off so many good ones, but these are the ones that come to mind.