Nothing at a stadium. I have gotten to see a lot of bands on the way up, in small venues, can't complain. So I'll go with the NIN show at the Ritz theater, or maybe Lady Gaga, since I'll never get to see them anywhere small, and could have.
My mom ran away from home to see Elvis in a high school basketball gym, that always struck me as much cooler than I would have thought her.
It would be great to hear some of that Baroque music back when it was new, Bach is so good.