I can't remember most of the crappy opening bands that I've seen so I'll just stick with the bands that I went to the shows to see:
Alanis Morissette (I need help, I know)
Alan Parsons Project
Anthrax (with Joey Belladonna only)
The Breeders
The Chemical Brothers
Cinderella
The Crystal Method
Elastica
Everclear
Flotsam & Jetsam
Foo Fighters
Iron Maiden (my first show when I was 11, Powerslave tour
)
Jane's Addiction
King Diamond
Marilyn Manson
Megadeth
Mercyful Fate
Metal Church (both singers)
Metallica
Motley Crue
Nevermore
Nine Inch Nails
The Offspring
Poe
Presidents of the USA
The Prodigy
Queensryche
Red Hot Chili Peppers
Rob Zombie
Rush
Sanctuary
Smashing Pumpkins
Soundgarden
Testament
Violent Femmes
WASP
Weird Al Yankovic
Other decent bands that I wouldn't have seen on their own, but did see because they were with another band:
AC/DC - Queensryche opened
David Bowie - with Nine Inch Nails
David Lee Roth - Cinderella opened
Def Leppard - Queensryche opened
Devo - at Lollapalooza '96
Garbage - opened for Alanis Morissette
Judas Priest - Megadeth and Testament opened
Ozzy Osbourne - once because Metallica was supposed to open but didn't, and the second time because Anthrax was supposed to open but didn't (fucking Winger opened instead)
Bands that I want to see, but haven't yet:
Monster Magnet
Tool
Megadeth is in the lead with 10 shows, but the Presidents of the USA are catching up (9th show in a couple of weeks)