Never heard of them.
I don't know if I have an absolute favourite concert, I've seen a lot of excellent shows. The most spectacular show though I think I'd give to Tom Waits on the Mule Variations tour. I remember it like a "too-good-to-be-true" dream.
Other major notables would be The Residents, Public Image Ltd, The Sugarcubes, KMFDM (on the Nihil tour), Jesus Jones/Ned's Atomic Dustbin and Pop Will Eat Itself.
In the realm of "lesser knowns", a Paris To Kyiv show in a church, and Teresa Tova would be mandatory inclusions.
Oh, and Jane Siberry with The Rheostatics as her band playing under the open sky on a clear summer night was really something.