I've never been to a televised show, just some house shows. The best was probably the TNA show last July: Angle vs. Styles, LAX vs. MCMG, and Petey vs. Kaz were all good.
The SD/ECW house show I went to in September was pretty good too. Bourne vs. Chavo, a shockingly great Benjamin vs. Yang match, and I finally got to see Taker live (Triple H & Taker vs. Khali & MVP).