Maybe Walk the Moon at The Basement. It was my 4th time seeing them, and each of their concerts is really fun and high energy, but there was just something about the venue that made it awesome. It was right before they hit it real big with "Shut Up and Dance", and The Basement is exactly what it sounds like. This tiny room that packs in maybe 100-200 people if it's lucky. Because it was so small and before they hit it real big, they had no obligation other than to have a great time.
I think my second favorite would be The Lone Bellow, also at The Basement ironically enough. Now, I do have sentiment swaying me to mention this one, as it was my girlfriend and I's first date two years ago. But again, the intimacy of the venue, and the fact that they broke out a 90s R&B cover medley was pretty awesome too. Really passionate, high energy band for they style of Americana Folk Rock too.