Ooo, fun. There's some cool stuff in this thread. I just went to the last two Faith No More reunion shows in the U.S. and had a blast. Pretty much go to anything Mike Patton does. I have a friend doing a research project (for pay even) about all the musicians who've performed at any of the San Diego State University venues so I was just looking through my old ticket stubs.
FNM
Fantomas (awesome!)
Tomahawk
Mr. Bungle
Tool - many times since '94
Crash Worship - youtube it

Ministry/Helmet/Sepultura (possible reason my hearing rings for a day after shows now)
Gwar - a few times, always entertaining
Pantera
a bunch of death metal bands back in the day i can't remember
Insane Clown Posse (got dragged to that one about 15 years ago but gotta admit it was fun)
The Cure
U2
Korn - saw them 4 times in little clubs before their first album came out. Saw them for the last time touring for the 2nd album
Lords of Acid/Thrill Kill Kult - since it was mentioned before, saw both at one show
Violent Femmes
Social Distortion
Jewel - at the coffee house before she got famous and years later doing a show with the rugburns
Neurosis - always good. and loud.
Primus and other Claypool bands a bunch of times
Snoop
Tricky
Massive Attack
Oingo Boingo!
Tori Amos
The Offspring/Quicksand - got a nice lip scar from this one
The Sisters of Mercy - me, too. high school, 1991 I think....
ummmm....
deftones
jane's addiction (remembered those after rereading posts above)
lots of other stuff I'm not remembering