I've seen Tyler and Josh preform 4 times now (The Loft of Lansing in 2013, The Intersection in Grand Rapids in 2013, Common Ground in Lansing in 2013, and the orbit room in Grand Rapids in 2014) and each time they exceed my expectations. With that being said my first experience was by far my favorite and the one I still think about when twenty one pilots is brought up.
I had just started listening to twenty one pilots about a month before the concert by a friends recommendation and already knew all the songs on vessels and the self title album by heart like most people. I went with a group of older kids from my school that I was not extremely good friends with but I knew it was a going to be a good time regardless. We where the first ones in line at The Loft which has an open stage and a 500 room capacity. Being the first in line was fun, but being the outside for 5 hours in February in Michigan was not. Needless to say I was cold. So cold that out of the group of 8 of us me and two other friends ran to Biggby across the street to warm up and grab coffee. However, when we got back the rest of our group was gone. The guy behind us in line told us the Loft manager let them go meet the bands who were playing that night (New Politics was opening for them at this point). Naturally I was heartbroken. I wouldn't say that twenty one pilots was my favorite band at this point but Tyler and Josh were high up on the list.
So for 5 or so minutes me and the two guys I was with were seriously pissed. Then the manager came back down. He told us to come up and my two friends started sprinting into the venue and I was just standing there in awe until I realized what he just said. When I caught up with my friends Tyler was on the stage doing something with an iPad and my friends where standing directly in front of the stage just staring up at the greatness that is Tyler Joseph. Tyler and Josh only warmed up with one song on the stage which was Ode to Sleep (my favorite song at that point) and I embarrassingly tried taking a discrete picture but my flash was on.
After they warmed up they signed posters and took pictures and talked to us for 15 minutes. In that 15 minutes Tyler talked to us about how we found out about twenty one pilots, Josh told us he was not going to do his famous back flip during Holding on to you (so he did a private one for us at our constant requests) and we got pictures for our local radio station 94.1 The Edge. We got to meet and talk to the members of New Politics before we had to go get back in line.
During the show we were Front and center stage with nothing stopping anyone from jumping up on stage. I personally took videos during every song and have no regrets about it. At the loft they only played vessels with having their "encore" (which wasn't really an encore) be Guns for Hands. But at the Intersection and The Orbit Room they played a couple songs off Regional at Best and their self titled and ended with Trees I believe.
I've gotten pictures with both the band members multiple times, but what I regret is not asking Tyler about his tattoos. There are rumors about them and I think they are sweet. The only song that I really want them to play is Oh Ms. Believer. It by far is my favorite song.
So that is pretty much my twenty one pilots experiences.