Hi there toughest question ever.
Here's the thing. Some people really like getting every episode of certain TV programs to follow idols. I like live performances. I can't watch every concert, and my hard drive prevents me from seeing everything, I try to find performances on YouTube and watch them, especially with songs I like.
After much consideration, I have to name a couple of them.
First off, it's not ONE Concert, but it's the AKB48 Request Hour Setlist Best 100 Series. If you're not super familiar with AKB, this is the annual concert where AKB48 fans vote on the songs to get in the concert; the songs are then performed in reverse order from the most votes, starting at 100, moving down to the most voted song of the year.
One of the reasons I love these concerts is really because it introduces you to a lot of songs. Occasionally I'll skip some song, or not listen to a subgroup or unit song because I'm not as into the members of that unit. However, watching one of these concerts does a LOT to inform you about AKB48. There are quite a few songs that I learned about because of these concerts; I'm not a big Team K fan, so I didn't know about how much I love 16nin Shimai no Uta until I heard it at a concert.
Finally, it really allows the fans to participate in the concert directly; you get to see which songs are really popular. Sometimes I disagree with the fans; the fact that A6's excellent song "Akogare no Popstar" didn't show up is disappointing. However, it often allows for some great moments.
One of the most memorable performances in this series was for the 2009 concert, when Team B (often regarded as the underdog team) got the #1 spot with their song Shonichi. It was a really amazing story of the underdogs winning, and it never fails to get me crying.
It's so moving, to see my favorite AKB girl, Oota Aika, crying like she is. It's just a great concert series, and definitely one of the highlights of an AKB48 fan's year.