I love LOVE teddy bear + Memorial address from Arena Tour 2003-2004! Always makes me cry or teary-eyed T_T Also love Because of You perf from the same concert. Overall, I guess Arena 03-04 is my favorite concert, the middle of it at least... love the "immature" perf from Concert Tour 2000 Pt.1 too.
Dome Tour 2001 was my first concert but I didn't like it all that much, especially when I imagined watching it from the worst seats and see a dot instead of Ayu x_o I really liked the Duty perf though, with the orchestra and all.