I missed The Sex Pistols on their 1st come back tour in 1996 at Finsbury Park, the Filthy Lucre one. The crowd are just going nuts on the live CD and I've heard it was incredible. I did see them at Crystal Palace though and will again in a couple of weeks.
Led Zepplin Long Beach June 1972
Jimi Hendrix Monterey
The Stranglers, The Round House, Camden 1978
Van Halen, with Dave, anywhere. I've seen them with Sammy but it's not the same!
The Beatles, Shea Stadium, New York, 196somthing
The Who, Charleton Atheletic, early 70's (This gig earned them the loudest gig ever at the time!)