always a hard question for me as I'm closing in on 1000+ live shows.
As far as one band performance shows it would be
Pink Floyd-animals tour -7/4/77- they played the entire animals album followed by all of WYWH and then had an encore of Us and Them and Money.
King Crimson-Alexander Hall, Princeton 82-Alexander Hall is a small circular theatre and KC new lineup, at the time(Belew, Bruford, Fripp, Levin) just blew me away.
festivals
NEARfest 02 -My first NEARfest was amazing. So many god bands and it reintroduced me into the prog world making me find out about several new bands. Nektar (reunion first show),Echolyn,Isildurs Bane, Miriodor,La Torre dell'Alchimista,Steve Hackett,Caravan,Enchant,Gerard, Spaced Out. NEARfest also has amazing vender rooms selling prog cd's from all over the world. I've been to every NEARfest since and will certainly attend this years with another amazing line-up (Hackett, Three Friends(members of Gentle Giant), Riverside, Pineapple Thief)
Raceway Park, Englishtown, NJ 9/77-Grateful Dead, Marshall Tucker and New Riders of the Purple Sage. This concert was only about 10 miles from my house which meant not only a great show but also 30+ of my friends hungout waiting for the show to start from about 6am til noon. The three bands played for close to 12 hours. AMazing sets by The Dead and Marshall Tucker.
Woodstock94 would be close behind.
Coachella 04-Radiohead,Kraftwerk,The Pixies(reunion show), Muse, Broken Social Scene, Air, The Cure, The Black Keys etc
NO Nukes-MSG 79
Surprise show-
Dickie Betts at central park 78-Dickie played about 3 or 4 songs then said he will be right back. Everyone was confused and then 5 minutes later the Allman Brothers Band took the stage.
surprising best warmup act and got me involved on the local music scene
Doves NYC 2/2001-the warmup act was a local NYC band called The Strokes. Prior to that show my friends and myself had never heard of them. This was about 7 months before "Is This It? came out. After this show I started hanging around the lower eastside bars meeting many new friends many who were in local up and coming bands.