Sell the tickets, build a time machine, and then go back in time and see Nine Inch Nails. Now THERE is the best live band in the world. O2 Arena on their final tour was probably the best experience of my life.
It's actually a tough call. I've seen both bands live a couple of times, Muse are great live but U2 I think care a little bit more about emotion during their songs - One, Bullet The Blue Sky, Still Haven't Found, etc. There's a real passion that you don't quite get from Muse's songs. Having said that, I'd probably go Muse anyway, just in case they play Stockholm Syndrome. They're super-fun onstage and put on a good show.