In my case, it’s pretty sad. I’ve only got to see my beloved Alice Cooper in concert twice. 
I’ve met him once since then, at a horror con, and another time a friend gave me tickets to his Christmas Pudding too may states away and I couldn’t afford to go. So, all of you who have followed the Dead or are on you 476th Stones show, I want to hear from you so u can get my vicarious thrill on. Also, everyone in between. If you’ve been a lifelong fan of Rush but have never gotten to see them live, then spill. At least I’ll know I’m not alone. 
I’ve seen Derek Trucks six times – once a year since '07.
Saw Hold Steady 4 times. Saw BoDeans back in the day 4 times.
No Doubt- 3 times
Morrissey- concerts 3 & 4 are happening this month.
I’ve seen Guided by Voices close to a dozen times. I’ve actually lost track at this point.
And it would be cheating to count this as one band, but I saw members of the Elephant 6 collective (Olivia Tremor Control, Neutral Milk Hotel, Apples in Stereo, Of Montreal, Elf Power, and about a dozen more) a few dozen times.
Only seen them twice so far, but intend to see them many times more. Great live band.
Saw Stevie Ray Vaughn 7 times. Seen Rush probably 7 times but lost count since its been spread out over a very long time.
ETA Rush is probably 6 times now that I think about it.
I saw the Allman Brothers four times – twice with Duane, once with Duane and no Berry, and once with neither. I also had a chance to see them another time, but things ran too late and we had to leave.
In general, I don’t rush out to see the same group over and over again; I only saw the Allmans because they were an opening act the first couple of times.
Joni Mitchell 5 times
Incredible String Band 3 times
Beatles once
Kansas a lucky 13 times.
Got really lucky once and met them backstage (all but Steve Walsh who supposedly does not like talking to fans). Spoke to Billy Greer for at least 15 minutes. We wave to each other at the shows, but I’m sure he doesn’t remember me. I do like sitting up really close opposite the bass player.
I can’t limit this to just one. All these have been either number one or two at some point in time.
Pink Floyd – never.
The Promise Ring…only twice, one time going all the way to Milwaukee from Florida for a reunion concert.
The Odds – Never. Not sure if they ever toured America.
Elvis Costello – twice. The second time was the best as there were no pauses between songs, it was all fluid (he said in one of the rare breaks that he was recovering from throat surgery so I think he was trying to limit his talking.)
Coheed and Cambria – more like 6 or 7 times, soon to be 8. I like them in concert because they play all their hits plus a rotating selection of deep cuts. ETA: as opposed to Elvis Costello, weirdly enough. Of course he played most of his hits, but the two times I saw him I didn’t recognize any of the deep cuts he played despite having nearly 10 albums by him.
I’ve seen other acts more – especially Dashboard Confessional, who gives great concert. (Saw them twice in a very small club that was sold out in a couple of days.)
I think I’ve seen Tom Petty 7 or 8 times. I’m not sure I’d call him my favorite act, but he puts on an amazing show and for a while he was coming through Milwaukee every year.
I’ve seen a handful of others twice, most notable Roger Waters. He kicked off a tour here (after not touring for like 20 years) and then he came back around and hit us again on the last leg so I went and saw him again.
I’ve seen **Wilco/Jeff Tweedy **around 15 times. Barenaked Ladies (back when Steve Page was still in the band) around 15-20 times, and Old 97s/Rhett Miller 12-15 times.
I’ve never seen my favorite performer, Kate Bush. Not surprising, as she has only toured once, back in 1979.
Luckily, my other favorite performer, Todd Rundgren, more than makes up for it. I honestly can’t recall how many times I have seen him, but it has to be more than 30 times.
I wouldn’t call him my favorite artist, but he’s up there - Robyn Hitchcock. I’ve honestly lost count how many times I’ve seen him, but I know it’s at least 30.
U2–about 60 shows.
- Opeth = zero.
- Rush = six times
- Genesis = only once, at Wembley Stadium which was filmed for a live DVD. I’m in the back somewhere.
- Ronnie James Dio = three times, wish I had seen him more.
- The Who = zero.
Springsteen - dozens of times. Heck, I’ve seen him 5 times just on one stop!
I’ve seen The Who (including assorted solo gigs) around 25 times.
I’m not sure of exact numbers, since I don’t count, but I’ll estimate:
Rush: Probably around 15-20 times.
Alan Parsons Project: Guessing around 10.
Pink Floyd: Twice.
Peter Gabriel: Three times.
Alice Cooper: Sadly only once (a month ago, and it was fantastic!)
Assemblage 23: Once
Jethro Tull: Once
Trans-Siberian Orchestra: 7 or 8 times
Weird Al Yankovic: Once
Favorite: Beatles, once, August '65
Most: Doors (Jim Morrison), 4 times; plus one time after Jim in '72