Yankee Stadium, New York
Only the biggest megastars headline Yankee Stadium. Since it re-opened in a new Bronx location in 2009, Madonna, Paul McCartney, Jay Z, Justin Timberlake and Roger Waters have played here. And let's just say the artists don't phone in their performances. An inspired Madonna told the crowd during her MDNA tour, "I'm a New Yorker too!" McCartney went off his usual script to joke,"Who is this Derek Jeter guy? Somebody said he's got more hits than me." And there's no better place to see Jay Z perform "Empire State of Mind" (except maybe the Barclays Center).
Fun fact: The new stadium cost $1.5 billion to build, overshadowing the Mets' new Citi Field, built the same year.