I saw them many times at the Warehouse back in the days. Max Creek, Resurrection and Holy Smoke played there a lot too.
A couple of my favorite Dead shows were the 7/4/86 show at Rich stadium where the Dead opened for Tom Petty and the Heartbreakers and then Petty's band became Bob Dylan's band to close the show.
Another great show was at Saratoga sometime in the early 80's. It was a warm drizzly day, at one point they were singing "Fire on the mountain" and you could see the lightning over the mountains in the distance. The music and camping were great that weekend.
Also in the early 80's I saw an accoustic show with just Jerry, Robert Hunter and a stand up bass player at the Auditorium Theater in Rochester... great stuff.
Lately it has just been the yearly DSO show at Frontier field that brings in a few thousand fans and they always play a great show.