I've been to a lot of concerts in my life and I really don't think I can pick just one as my favorite. I will list a few of them and why, but please don't ask me to choose a favorite of these.
State Radio - Let it Go's first tour. State Radio are exceptionally energetic, they play their songs near-perfectly and managed to play almost all of my favorites. They had one scheduled encore and was one of the only shows I've ever been to where the audience loved them so much they came back for another one. Free copy of Let it Go at the end. I usually go to concerts alone, but this time I had the chance to experience it with 3 of my best friends, all of whom love State Radio. We were right near the front, rockin' out as hard as we could. Great show overall.
A Global Threat - Last show they ever played in Toronto. I loved AGT when I was in high school. They were, in fact, my favorite band for quite a while and remain the single best addition to my punk collection to date. Show started great with me hanging out with some crust-punks in the Bathurst House (a house filled with the Toronto Squeejee kids). Then we went in for a couple opening acts, and AGT came on. They were explosively energetic, played almost all my favorites and I got to hang around with them afterwards. I got a picture with Bryan Lothian, the guitarist/singer and my final words to the Bassist, John, still make me a little sad, saying "Come back soon and tear shit up again!" At the time I may have considered it one of the best nights of my life so far.
Doomtree - Wings and Teeth Tour: Montreal (tour still going on). Firstly, they played at a tiny venue, giving me a great chance to meet them and have my two favorite members, Dessa and POS, sign my copies of their albums. Paper Tiger and LAZERBEAK opened with a short DJ set and then brought the whole crew up who performed a stellar set. All told the performance was nearly 3 hours long of some of the best live music I'd heard. I dropped 60 bucks on merch with no regrets and left the place starry-eyed (with VERY tired feet).
Honorable mentions have to go to: Matisyahu, Caribou, Dethklok and the Krum Bums who all put on great live shows.
