Saw the Supremes (original line up) at the 1965 Michigan State Fair, but was taken there by my parents.
First concert I actually chose to go to was Blue Oyster Cult at the Olympia in Detroit in 1974.
My "last concert" was at Oxford Mississippi's Double Decker festival--can't remember the date or the band but it was a couple of brothers whose dad had been a famous producer.
My favorite concert was King Crimson at Michigan's Pine Knob theater in 1984.