I've seen Lou perform many times over the years, and he's always been worth seeing.
One of the most memorable performances I saw, was in Boston, MA, during his New York tour. Lou was playing the 'New York' Album from start to finish, and shortly after starting the show, some loudmouth in the audience kept yelling out "This sucks! Play some rock & roll!"
Lou finally stopped playing, pointed at the guy and told him "This is rock & roll, it's my rock & roll." "If you don't like my rock & roll, why don't ya just split? Get a refund, mother****er."
The audience erupted in cheers and applause, and we never heard a word from the heckler for the rest of the show.
Here's a link to an excerpt from the Rolling Stone interview with Lou, published shortly afterward.
The Rolling Stone Interview: Lou Reed | Rolling Stone Music