I haven't been to many in my life, as my family has never been concert goers, and I just never felt a great need to start I do recall my first was Keith Urban in the early 2000s, it was around the time of his Golden Road album was released.
Best was probably probably Brad Paisley in 2005 at the WI State Fair. That was a great show...crowd went wild when he sang "Alcohol" and mentions Milwaukee in the chorus of the song.