My first concert was Judas Priest at the now Tweeter Center in Mansfield, MA and my most recent was Nine Inch Nails at the now TD Banknorth Garden in Boston, MA.
Some other favorites....
INXS, Red Hot Chili Peppers and the Dead Milkmen all at the University of Rhode Island.
A different Nine Inch Nails concert with Stabbing Westward
Iron Maiden on a Friday night at the Worcester Centrum and then again the next night at the Providence Civic Center.
Lastly....and it doesn't fit the norm, but John Denver with my parents and sister MANY MANY years ago at the Providence Civic Center (I think). He was GREAT.
I was and still am a big heavy metal fan and loved all of the concerts I went to.