First one that comes to mind would be that I'd have liked to have seen the Misfits while Danzig was still with them.
Others:
* CoC with Pantera in 91 (Failing that, Pantera anywhere, anytime, but with CoC would have been nice)
* Sepultura touring Chaos A.D. (Probably wouldn't see them anymore at all)
* The God Machine (Any would have done)
* Skinny Puppy (Anything while they were all still alive)
* Alice in Chains (I won't settle for the reformed version, it's just not the same anymore)
* Pixies (Reformed will do, but I'm sure it'd have nothing on them back in the day)
* Ministry (Not as keen anymore, but I'd still go, so Al, why not?)
* Slayer (It'll happen one day, I live in anticipation)
* White Zombie (I'll settle for Rob though, if I must)
Black Flag, Ramones, Queen, all the obvious ones. Dead Kennedys before what Jello does got old. Old Metallica shows before they went pear shaped, Iron Maiden at Hammersmith. Ugh, I could go on forever, I need more money and some sort of personal teleporter.