I made a list about 10 years ago of all the shows I saw (or could remember). I used to really like going to concerts/shows in high school/college, but pretty much stopped going in my mid-20s. So this is basically a list between the ages of 13-26 or so.
Michael Hedges (91)
Sun Ra (90)
Frank Zappa (88)
R.E.M. (83, 85, 87)
The Who (88)
Pink Floyd (88)
U2 (86)
The Who (88)
Rush (84, 85, 86)
The Grateful Dead (88)
The Power Station (86)
The Thompson Twins (85)
Chicago (87)
Naked Raygun (85, 86, 87, 88)
Dead Milkmen (86)
The Ramones (86)
Elvis Costello (90)
Nick Lowe (90)
Violent Femmes (85)
The Flaming Lips (91, 93, 97)
Trip Shakespeare (90, 91, 92)
Culture (91)
The Itals (91)
Mighty Diamonds (91)
Alpha Blondie (92)
General Public (86)
Psychadelic Furs (85)
The Pretenders (87)
Iggy Pop (87)
Jethro Tull (87)
Jane's Addiction (91-lallapalloza)
Smashing Pumpkins (90, 92)
Sonic Youth (87, 92)
Public Enemy (92)
Pearl Jam (92)
Reverend Horton Heat (93)
Afghan Whigs (94)
Firehose (93)
The Fall (87)
Wire (87)
The Buzzcocks (88)
INXS (86)
Oingo Boingo (87)
Stevie Ray Vaughn (88)
Herbie Hancock (86)
Miles Davis (87)
Dexter Gordon (85)
Donovan (87)
Siouxsie and the Banshees (91-lallapalloza)
Rollins Band (91-lallapalloza)
The Residents (91, 93)
David Byrne (90)
Bob Dylan (87)
They Might be Giants (97)
Steve Miller (86)
The Smiths (86)
Red Hot Chili Peppers (92)
Roger Waters (88)
Phish (90)
Nine Inch Nails (91-lallapalloza)
Butthole Surfers (91-lallapalloza)
Living Color (91-lallapalloza)
OMD (87)
Brand New Heavies (94)
Poi Dog Pondering (92)
Liz Phair (93)
Cheap Trick (83)
Stan Getz (88)
Henry Rollins (86)