I have only seen two shows, but they were quite excellent both of them !
Nine Inch Nails 2000 - The Fragile Tour (Montréal)
The Who 2002- Mansfield (Boston) last July
By the way, if someone wants to read (and see pics) about what happened in the trip to see The Who with my twin brother, go read this :
The Twin's Crazy Trip To Mansfield