Well, decided I'd try answering a few of these.
And...it's undoubtedly the Pet Shop Boys 1991 Performance tour, which I went to see three nights running at Wembley Arena. It wasn't just the show itself (although that was pretty darned wonderful...but slightly better when I got the video, seeing as I was about halfway down the back of the Arena each night and therefore couldn't see much of the show itself), so much as the experiences surrounding it - I met up with a couple of fellow PSB fans; IIRC I went up to meet one of them, JJ, in Ilford on the Friday, then went on from there to Wembley, where we arrived early enough that we could hear the soundcheck, booming through the Arena walls. Then after the show we hung around at the stage gates and in the mad scramble of fans when Neil and Chris emerged we got various things signed and took photos and said nervous, trembling "hello"s...
Then back by night bus to JJ's in Ilford where I crashed out the night, before going back to Chelmsford...then travelling back to Wembley again on the Saturday and Sunday (the Sunday, IIRC, hampered slightly by British Rail being up the creek and having to travel part of the journey by bus, but on the bright side that was the day I met another of my friends, Ruth) to see the show again and go round to the stage gate again. Happy times and places. I kind of miss all of that.
There've probably been better gigs, but those are the three that always stand out in my memory.