I've seen many great show over the years, its very hard to pick just 5.
Not in any particular order:
The Who in Shea Stadium 1982
Edgar Winter in The Stanhope House, a little blues club in Stanhope NJ.
Rush in Brendan Byrne Area 1982 Rorry Galligar warm-up
Rolling Stones at JFK in Philly, Journey, George Thorougood warm-up
The Grateful Dead, saw about 100 times, probably my favorite at MSG in 1987 when Garcia sang La Bamba or with Dylan in Philly.
Honorable mention: Jerry Garcia Band with Rob Wasserman and Bob Weir warm-up, Pink Floyd at Giants Stadium, Blue Oyster Cult with the 50' Godzilla at Radio City Music Hall, Hot Tuna at the Stanhope House, Allman Bros. at Waterloo Village, The Police at Atlantic City. Thats enough

!