2005-07-21, The Orpheum, Vancouver, British Columbia
This post explains a lot of why 2005 was my last "true love" year of the NET all the way 'til 2019 (there, I said it, dammit!).
For me, there are of course many shows from 2006-2018 that have moments, but after 2005, he went in directions I wasn't as interested in. Partly because I think "Modern Times" is hugely overrated, and he played a lot of songs from it after it came out.
But as for 2005 - those surprises! It was so wonderful. And as you said, sadly 2005 was also the last year for a lot of songs. Sigh.
One theory I have is the opposite of what I'd have thought would happened: I wonder if Dylan doing the Theme Time Radio Show from 2006-2008 diverted his creative antennae just a bit from the live shows to the radio shows... it's a silly theory, really, but I just wonder. He had a lot on his plate in those years - 100 shows a year, Theme Time Radio, releasing Modern Times. A lot of kids in their 20s would have had a hard time keeping that pace. So I don't begrudge his shows after this year being less exciting for me... I just pine for the days when a "Million Dollar Bash" even had a chance of making it in.