The big one is probably Tool in North Carolina some time around 1993 or 1994 or so. A friend drove us to the gig a couple of hours away because we had gotten guest listed through the college radio station we worked at. We got there late (IIRC there was an accident somewhere along the way that caused a delay) and were told the venue was at max capacity. It was a fairly small venue, so it would have been amazing. We listened from outside and moped.
Another I wish I had seen but am not *as* sad about is Pigface on the Fook tour. The same friend from the Tool show and I went to interview William Rieflin and whomever was playing cello on that tour. Bill was a big d!ck to me, probably b/c I was a 19-yo girl or he was hung over or something. In any event, when the doors opened, they couldn't "find" our names on the guest list, which was supposed to be a comp for the interview. My friend paid to get in but I sat in his car out of spite. I love that album, so I've always been a bit bummed. But I did the right thing on principle, I feel .
The third would be Beastie Boys circa 1993, or so. Again, comps through the radio station, but I was feeling super depressed and didn't feel like going. I have kicked myself many times over.