The last one was Bruno Mars, the Moonshine Jungle Tour back in 2013. 
I don't think I've ever been to a proper concert, though I have gone to see a few "Legends in Concert".
Too many to remember , just to mention the major gigs i've been to:

Deep Purple
Black Sabbath
Iron Maiden
Megadeth
Slayer
Pantera
Kreator
Napalm Death
Testament
Helloween
Gamma Ray
Symphony X
Trivium
In Flames
Amon Amarth
Sonata Arctica
Delain


My Chemical Romance, heh
Yes...Grateful Dead... AC/DC... Journey...Ray Lamontagne...My Chemical Romance....John Cougar Mellancamp...Charlies Daniels Band...Bruce Springsteen .
Baha Men, Hilary Duff, Jonas Brothers, Nickelback, Selena Gomez, Demi Lovato, Christina Grimmie~
Cody Simpsons ( ew I use to be so  lost  )
justin bieber ( ew again) 
carly slay Jensen 
and my queen Beyoncé with jay z! 
If I don't count festivals I've seen

Sabaton
Delain (Support)
Battle Beast (Support)

Equilibrium
Trollfest (Support)
Nothgard (Support)

Die Apokalyptischen Reiter
Tanzwut (Support)
Die Vorboten (Support)

And some small gigs in pubs and stuff :D
1) Juanes
2) Ed sheeran
3) Imagine dragons
+ all kind of groups from my country..
And minors not soo well known.. like Melo-M (they are really good!)
OH! and 2 movie-concerts (in the cinema) Metallica and MUSE <3
Paramore and fall out boy concert!
Only concert I've ever been to was Celtic Thunder. =P I was 10 or 11 when that happened. =P No idea why someone would pay for a ticket for me... I think it was a friends family who payed for a ton of tickets and maybe gave my family the extra ones?
I haven't been to nearly as many as I would like to but I've been to 2 Linkin Park concerts and one of Thirty Seconds To Mars 
I've seen a few but the best and the latest one was Bruno Mars's Moonshine Jungle...I heard he put on good shows so I went to see him expecting a good time. But boy oh boy...

He. Was. Phenomenal. 

The best concert I've ever been to!!!!! The encore of Locked Out of Heaven is something I will never forget
eric clapton
van morrison
the waterboys
all in my local youth centre, mamy mamy years ago.
i've been just in concerts of brazilian bands =/