I've seen some great concerts and missed a few that I kick myself for: saw Charles Mingus, saw Sun Ra several times, saw Ornette both with the Old and New Dreams band and with Prime Time, saw Last Exit, saw Howlin' Wolf when still healthy, saw Mississippi Fred McDowell (great!), saw Bruce Springsteen in a 1,400 seat hall touring in support of his second album, Bob Marley with the Wailers and the I-Three), the Who (Who's Next tour), Prince in a club, lots more ... Some of the best concerts weren't the most famous artists.
I missed Jimi Hendrix, the Stones (passed on seeing them in the early '70s [Mick Taylor band] because I didn't like the venue [mistake]), the Band, Leonard Cohen (don't remember why I passed, another huge mistake), Tom Waits (yet another mistake), Bob Dylan, Miles Davis (very late career so not a gigantic loss), Muddy Waters, early Fleetwood Mac with fully functional Peter Green (same night as the Tim Buckley gig), Tommy Flanagan, ...
Great expectations and notably awful: Jefferson Airplane (very loose and out of tune) and Van Morrison (I love his late '60s early '70s recordings but he has turned into a sad old crank).