Good thread question. Absolutely loads, but off the top: Captain Beefheart & The Magic Band Joy Division Edith Piaf
I never got to see Buddy Holly, as he died some 45 years before I was born, but I love his music. I'd love to have seen the Sex Pistols and Queen in their prime too. I saw Rammstein a few years ago and they were brilliant, they don't half put on a show.
I always give them a lick test before I **** 'Em Kemps, Gives you a chance to have a whiff, see if they're clean enough for the main event.