My favorite concert is a tough call, but there's no question my favorite venue was PB Scott's in Blowing Rock, NC. A small club built in a geodesic dome with an awesome sound system that attracted great bands. It was closed in the mid 80's due to ABC laws...but while it was open it rocked.
While in college at Appalachian State, I saw BB King, Emmy Lou Harris, Arlo Guthrie, Greg Allman, Molly Hatchet, the Dixie Dregs, The Spongetones, Delbert McClinton, Doc Watson, and Mike Cross as well as many less known bands I've forgotten. If pushed to name a favorite, I'd say BB King. I can still see his piano player literally rocking an old stand-up piano while BB made Lucille sing.
That was a special place for a lot of people. Dang I miss it!