The best for me is Sigur Rós - I saw them in Vancouver in 2016. It was beautiful and haunting, and my goal is to see them again or see some other artists that top that experience.
As for shows I missed out on - there's been tons that didn't pan out for various different reasons. Usually because of finances, or typical adulthood getting in the way. That two major ones that come to mind are Mogwai and Radiohead. Both bands I love but it just didn't pan out. They are both still touring so I'm hoping I'll see them eventually though.