I saw Yes at The Spectrum in Philadelphia not long before it was imploded. That was the only time I've ever been to a rock concert and seriously wished they would turn the volume UP. People around us would talk in a normal voice and that would drown out the music, almost as if the PA wasn't even on. I have no idea why it was like that at that particular show because I've seen Yes more than any other band and I always thought their sound was pretty good - both the volume and the mix.
I saw Deep Purple a few months ago in Laughlin, NV, and was a little nervous because I forgot to bring my earplugs with me on that trip. Turns out there was no need for earplugs - their sound was outstanding.
I can think of two shows I've seen where I remember extreme volume levels. Not long before they broke, I saw Living Colour in a small club just outside of Philadelphia (for anyone who remembers Steve Mountain's Cabarets, this was at the old 23 East Cabaret. I miss those venues!). The "room" with the stage was in the back past the bar and it might have held 250 people. GREAT show, but the volume level was way more than was needed for a venue that size. Then several years ago my wife and I saw The Smithereens at a smallish venue in Philadelphia (World Cafe Live) several years ago. There wasn't much gear on the stage but somehow they hit a volume level that made my wife walk outside a couple of times. It was still a great show, though.
I do have a general complaint with live sound over the last several years. It seems like sound men insist on mixing as if they though they were a dance club DJ. In general the volume levels seem higher than they were when I was young, but if the mix is good a simple set of earplugs can offset the volume level so the show is still enjoyable. But the real problem is that the level of the low end in general, and the level of the bass drum in particular, has simply gotten out of control. My wife has lost interest in going to rock concerts with me because the mixes are often awful and the insanity of the bass drum levels is nauseating and, unfortunately, ear plugs can't help with that. I wish she could go to more shows with me, but I can't blame her for declining most.