Let's look at the concerts I've seen that had opening bands:
Date – Headliner (Support)
2003-07-07 – Sum 41 (Jersey, Flashlight Brown)
2005-09-05 – Green Day (Jimmy Eat World)
The openers here all sounded relatively similar to the headliner, and that was the style of music I was into at the time, so no complaints. *shrugs*
Date – Headliner (Support)
2008-08-17 – Rufus Wainwright (Odetta)
This was a show at a folk festival that I went to with a friend. I'm not really a huge fan of folk but she paid for the tickets so it really wasn't a big deal. Like all folk, it was easier to appreciate live, but neither act really blew me away, even by folk standards.
Date – Headliner (Support)
2009-08-12 – Dream Theater (Zappa Plays Zappa, Bigelf, Scale the Summit)
2009-11-26 – Protest the Hero (Iron Giant)
2010-05-07 – Porcupine Tree (Bigelf)
2010-07-06 – Iron Maiden (Dream Theater)
I was a huge fan of all of these opening bands; great shows, no complaints. (Although I will admit that my memory of Iron Giant is a little hazy because I was drunk during their set. I sobered up in time for Protest the Hero, though.)
So yeah, I guess I've never really had a bad experience with an opening band.
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And just for the heck of it, here's a list of shows I've seen that didn't have opening bands:
Date – Headliner
2010-07-11 – Rush
2010-07-13 – The Cat Empire
2010-07-31 – Matt Mays
2010-07-31 – Telfer