I don't usually see groups in live performances because, for the money, I could go out and buy several of their albums and listen to them whenever I feel like it. But I would have a few in mind:
In the 1960s: Beatles, Rolling Stones, Doors
1970s: Stevie Wonder, Elton John (yes, his music was much better in the 1970s and 1980s before he went to rubbish), The Jackson Five.
1980s: Michael Jackson, Genesis, Madonna (that was when she was in her prime).
1990s: TLC--especially once Waterfalls came out
All-time: Led Zeppelin.
Of course, it makes more money sense for me to go out and buy their box sets, since that way I would be able to organize the songs as I want. Sometimes it even makes sense to go out and get original albums--or cuts thereof. This includes Michael Jackson's Thriller. One album I really need to get cuts off is Pink Floyd's Dark Side of the Moon--before ACTA takes full effect.