The big 7 out of a few hundred choices:

1973: Bob Dylan & the Band @ MSG...memorable as my first concert
1974/5, New Years eve....Blue Oyster Cult at the NY Acadamy of Music...memorable as my first of dozens of BOC concerts
1976, Blue Oyster Cult, with Styx and J. Geils opening at the Commack Arena, Smithtown Long Island...memorable for the first show I ever saw with my then girlfriend, now wife of 33 years. great opening acts for a change!
1977...Pink Floyd W.Y.W.H./Animals tour...WYWH & Animals in their entirety at MSG, plus the M-80 explosion that drove Waters crazy and inspired "The Wall"
1980.....Pink Floyd, "The Wall" @ Nassau Collisium (1 of only 8 shows in the USA)
2009....Blue Oyster Cult @Maxwells Hoboken, Fans only Show, 4+ hours, private room, limited to 50 fans/friends.
2010....Roger Waters, "The Wall" @ Izod Center

Oh yeah...and any time Neil Young tours with Crazy Horse and plays stuff from "Rust Never Sleeps" and "American Star & Bars".