I have to say that either seeing Def Leppard during their "Hysteria" tour with Europe or seeing Metallica with Queensryche on the "Justice" tour would be tied for #1. They were the first two shows I had seen.
Def Leppard was great, because it rained like cats & dogs, and it just added to the whole atmosphere of the show. Unfortunately not much was represented off the first two albums.
Metallica was great, because it was my first Metallica show. There was a lot of nervous anticipation for this show. I knew the crowd would be a little rougher around the edges. Hell, I was one of those who played tennis in high school,...didn't really look the part, but was deeply indebted to this wonderful music known as HEAVY METAL!