Ryan Adams - The first time seeing him live, in a beautiful outdoor amphitheater east of downtown, at the base of the mountainside.
He was very interactive with the audience, and he, and his band, sounded great.
One of my all-time favourites, both on record and live. I've seen him with 3 different bands as well as solo. All were great, but if you ever get a chance to see him solo, don't hesitate. There's an excellent double album from a few years ago of his Carnegie Hall show (same tour I saw him solo). Very much worth a listen.