I've been to two memorable concerts
 

1. A Jazz Explosion show with Rachelle Farrell, Johnathan Butler, Will Downing & Gerald Albright. What was great about the show was that there were no props, back-up singers or anything like that--just musicians and singers doing their things. Fantastic, magical show with great performances by all.

2. PRINCE: Musicology Tour 2004. If you didn't get tix, do so now. Amazing show. Words cannot suffice.

Honorable mentions: Roger and Zap at the county fair when I was in the 8th grade, SOS Band at Essence Music Festival.