Oh man, that's a tough one. Musically speaking, the best concert I've been to was Toto and Yes. Those guys can play! The amount of sheer skill and talent at that show was staggering. A close second for me in that department would be Red, and they are also quite entertaining, too.
For entertainment factors, Rammstein puts on a spectacular show. Their pyrotechnics are nothing short of amazing and they evoke everything from disgust to laughter from the audience with their other antics.
For fun, Disciple is my go-to band. The crowd they draw is so diverse and friendly, and the band is so real, that it's impossible to not have a good time at one of their shows.