I saw Prince, before he lost his name (and other things). It was in Cádiz (Spain), around 1995. In those days, he was one of my favourite musicians.
Elastica (a female brit pop band of the nineties) in Madrid. The singer was Damon Albarn´s girlfriend, if you like gossip.
And many others that surely most of you have never heard of.
Besides, let me point out some international bands that I have never seen and I regret: Pixies, The Breeders, Nirvana, Foo Fighters, Rage Against the Machine, The Who, AC/DC, Kraftwerk, Johnny Cash, The XX... There is no end.