Although their career as a band was cut rather short, I'm definately gonna say Led Zeppelin

I might have to say Coheed And Cambria. Their professionalism, energy and the fact that they look like they're having fun on stage is unparalleled. A close second would be Pig Destroyer, just because of how freakin heavy they are.

Iron maiden, they naturally got lots of fund to enriched their live show with many fun aspect, the lightnings, stage decorations and fireworks etc.. But their musicianship on stage is the best, Bruce is always the best entertainer.

KISS also combined live show well to their audiences.

I really gotta see Iron Maiden some time in my life.

Iron Maiden is the best live band for sure ! And I agree with @renai when she said that Dickinson is the best entertainer of all times !