Madonna/Awesome

Madonna has a lot of them. Her various VMA performances, her speech about Michael Jackson at the '09 VMAs, Ray of Light and Confessions On a Dance Floor (her big comeback albums), "Live To Tell", Desperately Seeking Susan, etc.
Her performance of "Vogue" at the 1990 MTV Awards is considered both her best live performance and the best MTV VMA performance.
Her live performance of "Keep It Together" on the Blonde Ambition Tour. In addition to the song itself, the choreography is fantastic.