There are some impressive gig lists in this thread. After 33 years of watching prog bands I've got a big list too but if I had to choose the hi-lights they would be:
ELP on the Trilogy tour because of the energy in the playing and the (for its time) really WIERD monster Moog improvisations - check out ELP boots for 72 tour.
Though the 'Selling England' and 'Lamb' tours were absolutely fantastic my favourite Genesis gigs would be the few nights they did at 'Drury Lane' at the end of 73. Not only did they replay the 'Selling England' set but added some old favourites (e.g. Harold TB, Fountain etc) and also because this was when Gabriel underwent his suprise elevation (on wires and in silver suit) during 'As Sure as eggs' - magic.
Because Yes didn't do a CTTE tour in Britain, we had to wait for the combined Topographic/CTTE tour in 73 - around 3 hours of prog bliss with some scortching work from Wakeman at his best. I loved this one.
Refugee in 74 was a fabulous gig with only ~200 people in the audience. Moraz played with amazing speed and precision and the improvisation was excellent. I got the chance to jam on piano with him after the gig, though he slightly outclassed my efforts!
More recently
During 1995 Arthur Brown did a comeback '50th Birthday Tour' which i was lucky enough to catch at a small gig (around 150 people). It only cost around 3 dollars entrance and the standard of musicianship from the band was astounding. My brother and myself were co-opted into chanting on stage during one number. This was probably my favourite gig of the last decade (during which I've seen F Kings, P. Tree, Spocks, Yes, ELP, Hacket and many others).
Finally I've caught a couple of intimate low key Keith Emerson performances during the last few years. The 100 Club gig in 2002 had an audience of around 150 and was the first public reformation of 'The Nice' in 32 years. Watching 'Rondo', 'America' etc from six feet away was a real buzz. KE was relaxed and very chatty - a great night. I posted details of the Emerson Chiddingly gig in August this year in the gig reviews in case anyone is interested.