For sheer spectacle- Roger Waters plays The Wall at Sprint Center a couple of years ago and The Rolling Stones at Arrowhead with their Steel Wheels tour in the 90's
Any show that Alice Cooper does
Procol Harum at the Music Hall in 1972. Somebody kept shouting "Rock and Roll" from the audience and the singer said we're too old to rock and roll and they just kept saying "no, we're much too reserved to do that" and then they come out in the encore and rock out with "Tutti Fruitti", "Good Golly, Miss Molly", etc and the crowd goes wild! Three encores and this was before encores were pre-programmed.
Frank Zappa, my hero, at the Uptown in the 80's...he made balloon animals through out the concert.
Mojo Nixon at a grimy Westport bar- hilarious and you could stand right next to him.
Leon Redbone at the Uptown in the 90's with a tuba player and a violin player. Very funny and an awesome talent.
Blue Oyster Cult in the late 70's at Municipal Auditorium in their prime! Very evil and powerful sounding. And they could lawfully have the lasers on the disco balls back then.
And as several people have mentioned, The Who in 1984 at Kemper with Keith Moon. The most powerful drummer that I've heard...and the rest of the band was pretty powerful, too!
One more: Mott the Hoople at Memorial Hall in 1975. I still get goosebumps when I hear "All The Young Dudes" and think how Ian Hunter prowled the stage pointing and yelling at the audience during that song. Oh and Queen was the opening act!