Of the 30 or so concerts I've been to, there have been some incredible ones:
TV on the Radio - 2 amazing concerts, 1 during the Return to Cookie Mountain tour....but it was in a venue that maybe had 300 people in it (working off of memory). I got a setlist and talked with them after the show. At that point in time I was a very star-struck fellow, and was amazed to talk to my idols. The amount of variance in the live songs from the album versions coupled with the frenetic energy was quite amazing. Although hamstrung by a lack of a full instrumentation, I saw them play a year or so later in Pittsburgh during the Dear Science tour. It was equally amazing. I recently saw them at a festival-lite experience, and it was disappointing, I think mainly because the sound mixing and strict schedule (and audience) didn't really fit the band.
Wilco - Seen them, god, nearly four times now (or five?). Tweedy is amazing during the breaks, and they have a very large catalog to cull from--not to mention covers. Their live versions often feature Nels Cline on the guitar (good for earlier works to add some spice), or potentially a couple of acoustic songs. Some of the best Stadium concerts ever. Absolutely sublime.
The Raconteurs - I saw them during the tour for their first album, and Jack White really delivered. Benson and White had a great rapport, rifffing off of one another and adding extended solos during various tunes. I imagine this would translate to White Stripes live concerts, as from the recorded ones I've heard and seen on YoutTube, they look quite exhilarating.
Radiohead - It depends on if you can handle Yorke's shaky live voice. I can't handle it with Kanye West, so his concerts are a supreme disappointment to me. There's enough variation in the setlist usually to make these worthwhile concerts.
The Shins - I"m not sure whether they're hit or miss, but I was supremely disappointed the first time I saw them. It was essentially just listening to each album being played over the live speaker. However, I saw them a couple of years ago in Seattle during the Port of Morrow tour and they blew me away. Amazing show.
Waxahatchee - Recency bias here, but she put on a great show for cheap. Dr. Dog is always a good showing as well. Also enjoyed the time I saw Ghostland Observatory, The Mars Volta (I hate their albums) put on a FANTASTIC experience, Arctic Monkeys had a The Shins like experience with 1 for 2, The Toadies were fantasmic live though I'm not a huge fan of their music, Animal Collective were also 1 for 2 on amazing shows, Fleet Foxes put on a good show as did Xiu Xiu and Bon Iver, The Notwist were interesting live as was Kishi Bashi, Explosians in the Sky were a great Festival experience while I played beach Volleyball whilst intoxicated, Sword was frenetic...though I didn't appreciated getting an elbow to the face in the mosh pit (that's why I don't do that stuff....).