What a tough one but I have 3 tied for 1st and 2 for the eeriest feeling at a live concert.
Allman Brothers when Duane and Barry were alive and Duane was something to behold on the slide, Tull on the "Thick as a Brick" tour, tightest live band I ever heard and the last time I saw the best lyricist of our time perform, Dan Fogelberg. He played for over 3 hours and never left the stage. His band, The Session from LA. took two breaks and he accompanied himself on guitar on one and piano on the other, it was an amazing performance.
The two eeriest I ever saw were both outdoor shows. A really hard thunderstorm came during a Simon & Garfunkel show at the Cotton Bowl and they had to leave the stage until it blew threw and I thought it might blow us out of the stands and people were taking refuge ion the tunnels. When it passed and we came out of hiding, we could see one lone light on the stage but could see some kind of movement. Then, it happened in total darkness as if this had been all prearranged and it was sheer genius. Out of the dark and silence came "Hello darkness, my old friend, I've come to talk to you again" and as the lights came up there was not one person still as we all had goosebumps and hair standing up on our arms. It is difficult to describe the physical feeling that we were all sharing at that moment; it was as if the electrically charged atmosphere of the storm had stayed behind. I cannot listen to that song without having that feeling again, it is forever planted in my memory bank and connected to my body.
The other was seeing Floyd at the old TS. No band in history has used silence more than PF as a part of their music. The respect the audience gave them when they used those pauses for effect was impressive. I found myself holding my breath when they went silent so as to not disturb the incredible vibe.