There would be so many shows to name because every single LP Show is something very special.
For me there would be four live experience there to name: Hamburg 27.05.2007, Hannover 16.01.2008, Berlin 27.06.2008, Düsseldorf 28.06.2008.
My most special of these two were Hamburg and Berlin. Hamburg because it was my first one ever and just rocked the hell out of the arena although I was in the very last row in the whole thing. And Berlin because I had my only M&G (old style) with the whole band and met so many awesome people and the atmosphere was just unbeatable. I just loved being in Berlin and the Venue is just awesome. I can even remember how like 50 people went nuts for the last 3 songs, we lay in each others arms and jumped around like crazy.... Never forget this. Only thing I missed was, that they did not play Easier To Run, but they didn't play it for years, so who cares.
Just one thing to add. After the day of my favorite show in Berlin, I met my very best friend in Düsseldorf at the concert, so that's a special one. I can't even name a single Linkin Park show without a special moment I connect to that show, but just thinking about the atmosphere and all around I'd say the whole concert at Berlin, Waldbühne is my favorite Linkin Park concert experience/moment ever.
PS: this topic is no. 4.444 of LPL History