Mine is Therapy?, hands down. At Reading 94 (my first festival) they strode out, dressed in black, announced "READING! JAMES JOYCE IS FUCKING MY SISTER!", slammed straight into 'Potato Junkie' and decimated the festival - 60,000 people went completely ballistic for the entire set. The Chili Peppers had to follow them, and failed. Fantastic.
How about you?