I will say U2 - amazing - but my truly favorite performance is in its own special category.
It was the performance Simon & Garfunkel did of "The Boxer" for the first SNL show after 911. It was a reprise of their performance on the very first SNL, I think. Anyway, men of the NYPD and NYFD just stood silently, listening - I swear you could see the grief and shock in their eyes still as the camera panned over them, and Giulianni was standing with them. Simon & Garfunkel still sing as beautifully together as they ever did. It was a moment out of myth.
In the clearing stands a boxer
and a fighter by his trade,
and he carries the reminder
of every glove that laid him down
and cut him till he cried out
in his anger and his shame
"I am leaving! I am leaving!"
but the fighter still remains.
Salmon leap from the womb of the white sea you look on; they are calves, they are lambs of good color, in peace without slaughter.