Evita was the first show that I saw twice (road show at the National in Washington DC in 1980). What brought me back was the staging -- and afterward I felt that the real 'star' of the show was Hal Prince.
Little Shop (the original at the Orpheum) because Ellen Greene was so freaking amazing as Audrey.
The only other show that I can remember seeing twice is the Chicago revival (which we've actually seen three times)...first time with Bebe & Ann, then on tour had to take the parents to see how amazing it was and then again on tour as a bunch of our friends wanted to see it (and we certainly didn't mind seeing it again).
Well, are we talking broadway show? If not, the first show I saw twice was Hello Dolly... I adored the production a local theatre of mine was doing.
Broadway would be Wicked. I do LIKE Wicked, but it's not my favorite Broadway show or even close. I saw it twice because I won the lottery with friends both times and wanted to see Idina belt and Jennifer Laura be cute.