I like all the acts named (well, maybe not so much the metal music), but I don't have a favorite concert. To me, everybody I saw in concert was great. Or they wouldn't be in concert.
Here's a sign that you know when you are getting old. You have all of the still big stars' music in a lifetime spectrum of formats. I have them on albums, 8-tracks, cassettes, CD's and rip-offs from free Napster back in its era. And now the real irony, I live within five miles down the street from where these people still regularly play and pack arenas, and I never go. Too much trouble. I have the music. No need to pay for some guy to shout "Hello, Las Vegas!" and the audience cheers and then sings the same stuff.
Somebody mentioned YouTube. Check this concert performance out. The Cleveland Rock and Roll Museum or Hall of Fame around 2003 or 2004 was inducting George Harrison (dead) and Prince into its confines. The show closes with a performance by superstars of Harrison's "While My Guitar Gently Weeps." All is going well, and then Prince, standing over on the side, takes over and goes apeshit on his solo.
There are world class fiddle players who cannot play as fast as Prince can negotiate the long guitar fretboard.
You watch that and just wonder, "How does he do that?" and it ain't no Las Vegas magic trick.