I personally can't recall every concert and don't have the time to go through and watch them all, so I'll simply rank the most well-known concerts (i.e., those I can recall) from best to worst.
1.) Wembley 1988.
2.) Bucharest 1992.
3.) Yokohama/Brisbane 1987.
4.) Buenos Aires 1993.
5.) Anything from the History Tour.
6.) 30th Anniversary 2001.
Honorable mention goes to the Triumph Tour 1981. Not the biggest fan of The Jacksons as a whole but Michael's performing was top-notch here. Listening to the CD, it's still difficult to believe that Michael is not singing with playback - especially during "Rock With You". Incredible.