Talking Heads. Twice. Once in 1982, they opened for the Police. Just the 4 heads, scaled down. I wasn't a big Police fan, but Stewart Copland was very entertaining, and is a hell of a drummer.
Second was the following year. Basically the Stop Making Sense concert, where Byrne came out with a boombox and did Psycho Killer, then Tina Weymouth joined him for a Heaven duo, and each member came out for each successive song, until there were about 12 of them on stage. Chills as a 16 year old.
I have been to better shows musically, but for concerts with crowds more than 2000, the Heads take it for me. Peter Gabriel at Pine Knob a close second.