I've seen many of my favorite bands: Slayer, Danzig, Motley Crue, AC/DC, Misfits (reunion show), Avenged Sevenfold (back when they were good, circa 2002), Bad Religion, Rancid, NOFX, Reel Big Fish, Anti-Flag, Tom Petty and the Heartbreakers, The Black Keys, Patrick Sweany, etc.
These are my big wants:
Pearl Jam
Rage Against the Machine (although I've seen Morello live as The Nightwathchmen)
Megadeth
Dead Kennedys (with Jello Biafra)
Iron Maiden
Weezer (pre-2002, preferably)
The Vandals (again, pre-2002)
Operation Ivy (in 88-89)
Bob Dylan
Oh, and last, but certainly not least,
Weird Al. He might be number 1 on my list, depending on my mood.
I'd definitely go see them, too. I've never seen live footage, but I imagine it'd be a hell of a show (something like Maiden/Alice Cooper, I'd hope).