Dead are in a class by themselves, but this was the best show i ever attended, hands down. Metal up your AZZ!
Two others off hand would be Joe Satriani at the Beacon, and The Allmans at the theater too 
Metallica Setlist at Felt Forum, New York, NY, USA
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Setlist
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- The Ecstasy of Gold
(Ennio Morricone song)
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3. Master of Puppets
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4. For Whom the Bell Tolls
Play Video
5. Welcome Home (Sanitarium)
Play Video
6. Ride the Lightning
Play Video
9. The Thing That Should Not Be
Play Video
13. Encore:
14. The Four Horsemen
Play Video
16. Am I Evil?
(Diamond Head cover) (half)
Play Video
18. Encore 2:
19. Fight Fire With Fire
Play Video
20. Encore 3:
21. Blitzkrieg