Sofie's list is a pretty good one, and as she said..hard to pin it down to ten.
So, feel free to post your Honorable Mentions here.
For my part, have two to give HM's to:
As mentioned in the comments, Alice Cooper's "Welcome to My Nightmare"
was a TON of fun at the time. Alice's look at the beginning when the skeleton laughs ... priceless!
Also, I keenly remember seeing Elton John's "Crocodile Rock"
with the croc muppets doing the "lalalalalaaaa" backgrounds at it was/is HILARIOUS.
That show was great.