I'm sure there are plenty, but the one's that stick out most for me right now are
Joe Jackson
Peter Gabriel
The Mars Volta
Gorgol Bordello
Coheed and Cambria
Kings X
I've been fortunate enough to see many bands listed in this thread that I've wanted to see at least once.
I suppose U2 and Springsteen would be cool also, but not before I've seen those others