Seen him twice. Once in the late 2000s in Los Angeles at the Forum (big venue), and once in Tempe, AZ (2013) in a small venue of about 1,500-2,000. Both were unreal. The guy has so much musical talent, watching his guitar skills, piano skills, funky bass skills, plus amazing voice and presentation. The Forum was probably better because he played for over 3 hours and just under 2 hours in Tempe. His bands are also no joke either which makes for an amazing live sound. I wish I could have gone to his mid to late 80s Sign of the times concerts.
The Killers (3 times) and Depeche Mode (2 times) are close seconds for me. Also D'Angelo in 2000 would probably be 4th. Tom Petty, The Cure, Huey Lewis & the news, Morrissey, Duran Duran, Ben Harper, Jack Johnson, Weezer, Chromeo, Phoenix, Cake were all also great. The Killers are a GREAT live band, sound as good or better than the records.