All-time favourites? No contest!

King Crimson in Glasgow 1972 and 1973. Robert Fripp, John Wetton, Bill Bruford, David Cross (and in '72, Jamie Muir).

Nothing I've heard before or since comes close. There are now good live recordings of that period available, and some of them are great, but nothing can convey the sheer power and majesty they achieved live. And not because of onstage gimmicks, either - they were just a musical revelation. Unforgettable and life-altering.