On the heavier side, the gigs I've been to with Motorhead and Zakk (in whichever of his solo incarnations) have always been great. Zakk can be a bit of a jerk sometimes, I think, but he performs like a man possessed, no question about it. And Lemmy is God, natch :) I've never seen Maiden, but I caught Bruce on the Chemical Wedding tour and that was great as well. Bruce is a great frontman, full of energy, and well deserves his legendary status.
Taking it down in heaviness a notch, when I've seen the Bevis Frond or Man (!), they've always been high energy as well. (Haven't seen Man since Deke Leonard quit again, but I saw them a couple of times in the last decade and amazingly they just smoked). And Gov't Mule are still great, of course; Warren and Matt keep getting better (though I think the band had more energy and power with Woody). Richard Thompson has always put on pretty good shows, as I recall, too. Takes me a few songs to get into his gigs sometimes, but by the time he finally lights off into an epic jam, I'm always completely sucked in, and then I leave thinking "Wow!".
But the best shows are always in places with less than, um, say a 1000 people. Little places, anyway! Big places just put too much of an energy-barrier between performers and audience. I often enjoy shows in big places, but they don't blow my world away (well, Branford Marsalis jamming with the Dead in MSG in '90 might be my one exception to that rule :). I remember seeing Phish in a tiny club in 1991, and then in a 20k-seat arena in 1993, and they might have played as well both nights for all I know -- but they were blinding that night in the little place -- I'll never forget it -- and just seemed OK in the giant shed. I think it's real hard to sound more than just OK in a giant shed. Kyuss just about pinned me to wall in the Underworld in Camden (I think it was there!) one time -- it could only have been less brutal in Wembley ....
