If Symphony X comes to Illinois (or any state that borders it), I will go to every show. In 2001, I went to five Megadeth shows in the span of one month...and I'll gladly go beyond that for Symphony X.
I was at their first U.S. show in March 2003 (The Rockhouse in Aurora). I was right in front of Mike (Lepond) and Russell the whole time...it was the greatest show I've ever been to. It was also Michael (Romeo's) birthday!
My brother and I even met Jason, and he gave us autographs and a drumstick! Russell and the rest of the band were also very nice guys.
I was kind of surprised at how nice they were. Many virtuoso-type musicians have huge egos and aren't generally very friendly (see Malmsteen, Petrucci, Vai)...but Symphony X was the coolest.