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The worst shows I've ever been to were Phish (mid-90s) and the Dead (late-80s), but then I'm not really a jam band guy. The most condescending and annoying was the Pixies (mid-90s) who, playing at Vandy, had nothing but contempt for their audience. I'm still a fan, but they tried hard to prevent that. Also weak: late career Jon Spencer and an early show by Kings of Leon (a band I like on record).
On the plus side, the band that opened for the Kings of Leon on that bad night was the Features (Nashville's best rock band but a national secret), and they've been phenomenal every time I've seen them. Jason & the Scorchers also used to put on a mean show--too bad they're not around anymore. Josh Rouse (another quasi-Nashville treasure) is always good. And would you believe Johnny Paycheck? Is he dead? He kept taking inhaler breaks between verses and he still kicked ass. Other noteworthy shows: REM, Elvis Costello, Wilco, Flaming Lips, the Eels.