I've attended literally hundreds and hundreds of concerts, played in bands for 10+ years, and was involved in concert promotion at my college, but the very first big show I saw live, when I was like 8 years old, was the Righteous Brothers with Sergio Mendes as the opening act:
Their big hits at the time were "You've Lost That Loving Feeling", "Soul Inspiration", and the most played song of all time (I read that recently), "Unchained Melody" (made famous again when it was used in the Demi Moore movie "Ghost").
ADG