Iron Maiden - Hard to say much more, either you've seen 'em and agree, haven't seen 'em, or are insane.
King Crimson - A very different kind of "best" live band, but I was absolutely entranced both of the times I saw them.
Yes - This was almost just going to be a list of my favorite bands, there. Unfortunately other bands have been less consistent and since this isn't a "best shows" thread, certain bands that have had godly shows but also a few 'ok' ones don't make the cut (Queensryche comes to mind.) Anyway, Yes. Pretty crazy considering I've only seen them in recent times, way past their prime. But I gotta say 2/2 times it was both amazing. I liked them, now having had seen them I love them.
Behemoth - This is the last band I can think of that has actually been fucking phenomenal every time I've seen them. Really great metal experiences.
"So yeah, monkey prostitution has happened."