Hmmmm, well apart from the ones that there was no way of seeing (like the Beatles) I only have a few that I passed up the opportunity to see and regretted it.
I didn't go to see the Supersuckers because I'd just met my other half and went to her place instead (I remind her of that every now and again!) and haven't had the chance to see them again, which is a bummer because they're one of my favourites.
The worst one, though, was Nirvana at Aston Villa leisure centre. We had the tickets (in our hands, I think - it was a long time ago!) and then the tour was postponed because of the Rome incident. We had to send the tickets back to get ones for the show that was going to be played there when the tour was re-scheduled. Then Kurt died, and the rescheduling didn't take place. How I wish I still had that ticket...
I never saw Guns 'N' Roses, either; I know you can see 60% of them again now, but for me that just ain't the same.