I've seen them six times since 1992, and every show has been special in their own way:
1992: Caught them in Chicago for the FoTD tour, with Testament opening, and it was my first IM show. The one memory that sticks out is the opening to Afraid to Shoot Strangers.
1996: TXF: The only time I saw them indoors, they were playing theaters with Blaze. It was a different atmosphere, and the fans were much more into the older stuff, although the newer stuff sounded better with Blaze's voice. Fear Factory opened and they were intense.
2000: BNW: I drove four hours from Champaign, IL to Milwauee, even though I had to take comprehensive exams at the University of Illinois the next week. The band had a great raw energy that was lacking a bit at the previous show. The openers were Halford and Queenryche--a great pair.
2003: This was the Give Em Ed tour, and I remember being pissed that they had cut down their set from what htey were playing in Europe, taking out one of my favorite IM tunes--22 Acacia Avenue. On the positive side, Bruce was in his glory as he spent a good deal of time between songs ranting on a whole bunch of stuff.
2005: I saw them at Indianapolis for Ozzfest. This was a unique night given that Ozzy was under the weather, so IM did a slightly longer set (14 songs instead of the usual 10). This allowed for some cool tunes such as Prowler to make it into the show.
2010: Caught them in Cleveland on the early stages of the Final Frontier, when they played mostly post-reunion material. It went over very well, and I got the chance to see some really awesome songs such as These Colors Don't Run, and the Reincarnation of Benjamin Breeg live. However, IMO the highlight was the interplay between Bruce and the crowd during Blood Brothers. The atmosphere for that song was spine-tingling.
I can't wait to see them in Atlanta for this tour. I missed them on the SBiT, so hopefully this will make up for it in terms of their presentation of classic IM material.