I think the best one I've been to was Red Hot Chili Peppers and James Brown supporting. It was my first big stadium concert. Me and a friend had to sneak out of school. Dancing with drunk middle aged women to James Brown and then bumping into a group of guys from our class that had snuck out as well. It was amazing!
I went to see Jason Manford and Stephen Merchant a couple weeks ago. Jason was good, but Stephen was absolutely hilarious. I waited around for about half an hour outside with my copy of Portal 2, hoping for him to sign it. But he went out a different way :(