George Carlin a dozen times. I would go to a Carlin concert any time, any where.
Steve Barton in Phantom of the Opera, both as Raoul and the Phantom. Damn fine actor.
Clarence Clemmons, and I got to hang out with the E Street Band after the concert.
Prince, Stevie Ray Vaughn, Dennis Wilson (in the Beach Boys), Freddie Mercury (in Queen).
I saw Stevie Ray Vaughn in Hamilton, Ontario about a week before he died. I think that was the same show he played with Joe Cocker was also at that same show (though he lived a few more years.)
I saw the Grateful Dead with Jerry Garcia and their keyboardist Brent Mydland. Also, Jefferson Starship with Paul Kantner, the Who with John Entwhistle, the Clash with Joe Strummer, as well as David Bowie, Prince, Tomy Petty, and Nirvana with Cobain (all separate shows).
At one point, realizing that a lot of the truly legendary performers from my youth were “getting up there”, I made a point of seeing a bunch of folks who I may not have been truly inclined to see live, but that I suspected would likely not be around too long. I saw B.B. King, Johnny Cash, and Peggy Lee. (I also went to see Bob Dylan and Tony Bennet for the same reason, but they are both still alive.)
Elvis
Besides some already mentioned; The Ramones, Les Paul, Link Wray, John Wetton, Jon Lord, Ray Thomas, Michael Hedges
Joey and Johnny Ramone
Burl Ives
Betty Comden and Adolph Green
Zero Mostel
Pete Seeger
Chris Cornell
Chester Bennington
The drummer from Pantera who just died…can’t remember his name but I saw him.
Yeah, the Ramones too.
Gram Parsons. Saw him two nights in a row, actually.
Janis Joplin
Jimi Hendrix
B.B. King
Muddy Waters
Lou Reed (with the VU).
Sun Ra.
And many more who don’t come to mind immediately…
John Denver, in Minneapolis in 1974 or '75.
Maya Plisetskaya of the Bolshoi Theatre, also in Minneapolis in 1973 or '74. I hung around the stage door and got her autograph.
I was going to say Jerry Lee Lewis in Moscow in 1997, but I see he’s still alive at the age of 82. Way to go, dude! 
The “P” in EL&P is very much alive.
Same.
I live in Colorado but I don’t think I’ve ever seen John Denver. Maybe once at a Rockies game.
John Denver
John Entwistle
Kelly Groucutt - bassist/vocalist for ELO
Maggie Roche - The Roches
Carl Anderson - Judas in “Jesus Christ Superstar”
Raul Julia - Dracula
The Ramones, Chris Cornell (partied with him & Soundgarden back in the day; great, great guys), Rodney Dangerfield, Tom Petty, Jeff Hanneman (Slayer), Martin Kearns (Bolt Thrower), Lynn Strait (Snot), Lemmy, Wayne Static (Static-X), Mitch Lucker (Suicide Silence), Chi Cheng (Deftones), Dave Brockie (Oderus Urungus from GWAR; partied with him too), Jaco Pastorius, Steve Clark (Def Leppard) and a whole host of punk rock/metal band members who’ve already moshed off this mortal coil. A few more comedians and jazz players too.
Joe Cocker
Carlos Montoya
BB King
Ray Charles
Amalia Rodrigues
Ali Farka Toure
Oscar Peterson
Abby Lincoln
Dave Brubeck
Molly Ivins
Mike Connors
Shirley Temple Black
Oh man Son Seals. Back in college there was a group of us that would go see Son every time he came to town. One year when George Thorogood was doing his 50/50 tour (50 dates in 50 states in 50 days) Son Seals opened for him when George played a show on campus, then Son played another set at a local club later that night. And then there was the show where he wandered out into the audience while playing an extended blues solo, and sat down at our table while he played. Damn I miss Son Seals. 
Some others off the top of my head:
Frank Zappa
Dan Hicks
John Entwistle (with the Who)
Jay Bennett (with Wilco)
ETA: I was only thinking of musicians, but I have also seen talks given by Graham Chapman, Hunter S. Thompson, and Kurt Vonnegut (twice).
Tom Petty
Johnny Cash (at a Highwaymen concert)
Waylon Jennings (same)
Chris Squire (Yes bassist)
Brad Delp (Boston vocalist)
Ron Glass (actor, from “Firefly” and “Barney Miller”)