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Prince is worth every penny his corporate masters squeeze out of you -- I saw him play a 55-minute show for $90, and I'd do it again in a heartbeat. Bruce Springsteen is another arena-level show that will have you feeling like you got your money's worth.
They were mentioned upthread, but They Might Be Giants never ever disappoint. High energy, great songs, amusing repartee, and they keep ticket prices in the $30-40 range. If they're doing a multi-show run, you're guaranted to get a completely new show each night. Ween is another band whose love of performing ("Holy crap, we get to play another show tonight!") gets all over the audience.