I saw Isis when I didn't really even know them, but it was a solid experience and I slowly got into their music afterwards. Neurosis however didn't win me over. I heard I wasn't the only loser to find them quite underwhelming on their 2017 tour down under, although the last 3 songs of their set packed a good punch.
I missed some cool shit by being young and too shy, not being in the know, or not spending the money/effort to travel to concerts in the Northern Hemisphere. But otherwise I've barely passed up any of my chances. I've seen more than half of my favourite artists/bands (more like 70% if not counting split up ones).
The main shows I regret consciously passing up:
The Dead Weather
Grey Daturas
Chuganaut (only for the lulz, one of New Zealand's most hilarious nu metal bands)
Budgie a 2nd time (the 1st time was one of the best shows I've ever seen and I should've made the effort to travel to Australia again in 2009, as within a year they had to stop touring due to Burke's health)
The Wreckery (Australian band on a little reunion tour there in 2010, think I found out at short notice and it seemed too much effort to travel)
The Residents (in 2016 before Hardy died, I found out at short notice with this one too and my health made getting to airports on time difficult by this point, but on the other hand they played just 20 mins walk from my sister's place in Melbourne, Australia)