I have seen a lot of the classic groups, Who, U2, Springsteen, Stones, Pearl Jam, et al. The U2 concert in 1987 in front of a SRO crowd at Rupp for Joshua Tree was amazing, as was PJ in 2004 or so, first concert I took my then 14 year old daughter to.
But some of the other concerts I would say were a lot of fun included Dwight Yoakum at EKU a few years ago, on the 3 Pears tour, loud as hell but a great show. On the other end of the scale noise wise was Over the Rhine in Frankfort, just a husband and wife, a piano and a guitar, but a really well done show.
On the rock bottom side of concerts however, I saw Alice Cooper one time, and he was so dreadful you just had to laugh.