Tough to put in order but have seen some great shows:
-Dave Matthews Band (with unnanounced special guest Neil Young), Ben Harper, Jack Johnson as openers, evidently My Morning Jacket opened also - Vote for Change Tour, Hilton, Ames IA, 2004
-Billy Corgan - solo acoustic (only show that I know of) - Metro, Chicago 2004
-John Mayer - Schubas, Chicago, unnanounced until a few hours before the show and had a buddy that worked at this ~200 capacity bar that got me in
-Tom Petty (with Stevie Nicks) - Bonnaroo 2005?
-Black Crowes, Jack Johnson, O.A.R. - Bonnaroo 2004, all were playing at the same time and caught bits of all three great shows within two hours
-Roger Clyne & the Peacemakers - anywhere - one of the best live shows you will ever see
-Coldplay - UIC Pavillion, Chicago 2003 - right before they got really big
-U2 - Target Center, Minneapolis 2001 - Elevation Tour, this show was during finals week. My buddy picked me up immediately after a 4pm final, drove straight to the show from Ames, watched the show, drove right back, got back around 5:30 am, stayed up until 9 am to take my next final. AND made Dean's List.
-Greyboy AllStars - Aggie Theatre, Fort Collins CO 2009
-White Stripes and Flaming Lips - Aragon Ballroom, Chicago - New Year's Eve - clips from this show are on the Flaming Lips documentary
Interesting side topic: shows that you could have easily gone to, but didn't for some stupid reason
-My Morning Jacket, Red Rocks 2008 - heard was an epic show, had just moved to CO and was pinching pennies
-James Brown - Harrah's Stir Cove, Council Bluffs 2007? - This show was about a month before Mr. Brown passed away, one I never got to see
-The Nadas final show @ Peoples - I was fishing in Canada with my grandfather, so I made the right choice, but it was tough to miss that one
I just missed the MMJ show last summer at RR. I had won some tickets and didn't get the message until the following day. I hear it might have been the best show of the summer in Colorado.