For me Asia (in their early '80's "prime"), fortunately it was a "I've got a spare ticket, do you want to come" gig. They were musically perfect but dull, dull, dull. Their support was a juggler.
Saw an early Suede performance, just after the release of The Drowners. Shockingly bad and most disappointing because I loved the single.
New Order again.
Got dragged along to that U2 Achtung Baby tour at Wembley. Quite like the Album, but hated seeing that nonsense live.
If ever they was a band that was rubbish but improved massively live it's The Manics.
Saw them very early on, an absolute car crash - but later (Brighton centre I think) one of the most accomplished live acts I've had the chance to see live.
I was also massively disappointed by Guns and Roses and I saw them a couple of times at their peak. Not a fan, but I'd gone to see a support act (The Cult) and somehow me and brother ended up the Freddie Mercury Tribute Concert
Load of bands I really really don't like but have to acknowledge that as a live act, they were quite superb. Didn't pay to go see them but went to a bigger concert / festival etc...
Lightening Seeds and particularly the Beautiful South. Really can't stand the later, but live it was a wall of sound.
Bit like Queen at Live Aid I guess. Even if you really really hated their music, you can't deny their ability to play live.
The only super cool band that I saw live that lived up to it were Nirvana. Awesome, absolutely awesome.
Mars Volta. Utterly self indulgent crap. Again, like a previous poster it was "I've got a spare ticket, do you want to come", and I had nothing better to do. Even my friend left and we went and got blotto.