First: The Apex Theory
Best: Queen + Paul Rodgers...The Q+
PR concert was the only time I actually got to see them, and it was ninth row...and Brian May acknowledged my existence, so that pretty much made my life. As far as consistently thrilling me, it'd be Phish. Although the closest to interaction I've had with Phish during a show was their bassist (Mike Gordon) overhearing me telling my friend that I could see his nuts through his pants. And he just looked at me weird.