Bauhaus was simply superb! :-)
To give props to some of the bands I've seen who deserve honorable mention, here goes a brief list:
Soul Coughing (pow!)
The Clash (deliciously unrefined energy!)
Black Flag (on a sober night--for them--in 1985!)
Course of Empire (local act who never got their due, broke up in '98)
Echo and the Bunnymen
The Replacements
I could list many more, but then I'm just getting into the "great" shows. ;-)