Graham Parker and The Rumour--during their initial run. But they were opening for Journey so I said "no way, I'll get the chance to see them again". Well, I didn't, either back in the day or during the recent reunion. Now that GP has seemingly quashed the idea of any further gigs with The Rumour, it looks like I never will get the chance
I've seen Parker a couple of times as a solo act, he was fine and I certainly recommend seeing him, but I really wish I had seen him with The Rumour backing him.
Similar story with Rockpile. They were opening for Blondie, a band I have no use for. Not long thereafter the Lowe/Edmunds split happened.
Ramones and The Cramps. More than one occasion. "Naw, I'm busy, there'll be other chances to see them"
Kenny Rankin--either unknown or repulsive to most on the board. But I saw him back in the day, one of my very first concerts, and he was fine. He came to my town a few years ago but I was busy with work/family, also thought the tickets were too expensive. He died shortly thereafter. The show I missed was the last one he ever played.