The best concert I ever saw is a bit surprising to me, because while I love the band I would never have expected them to be the best ever, and that's the Beastie Boys on the Check Your Head tour on their New Orleans stop. Easily the most crazed out violent and aggressive pit I have ever seen or heard of. And they were really, really on that night. Probably the second best was a Primus show I saw where Buckethead opened for them and they performed the entire Frizzle Fry album (over a decade after it's release). My first time to see Buckethead, and Frizzle Fry has always been my fave Primus album so that was a pretty spectacular night.
Concert I wish I could see? I second the Band of Gypsies era Hendrix with one caveat: it would have to be on one of the nights he was sober enough to actually play his show. In the last year of his life he was pretty hit and miss with that, I know one guy who saw one of his last shows and it was a complete debacle, he asked for his money back after Hendrix was led on stage, mumbled incoherently and couldn't play his guitar while the band tried to hold it together for half a set and then quit. Not the Hendrix I want to remember, even though he was the one who won out over Jimi's better angels in the end.