i'll just list my favorites:
Tool--even though Meshuggah sucks, Tool still put on a hell of a show
The Shins--their homecoming show in Albuquerque, they played a good two hours, playing stuff they hadn't played in years.
Lostprophets--in a tiny little club that is a bar in the daytime, they put on a very good show.
Rammstein--they headlined a local radio festival, and even though i don't like their music, they still had a pretty damned good stage show.
Red Hot Chili Peppers--Both times I saw them, they were great. THey played better the second time, but the first show had Foo Fighters opening, so that was a very good concert.
Santana--Just after Supernatural broke it big, Santana came to Albuquerque (He'd been to ABQ on almost every tour since the 60s), his guitar playing was just amazing live, even though he didn't play much old material and the fact that it was somewhere around 30 degrees.
There's more, I'm sure, but those are the ones off the top of my head.