The Prodigy - they were the last act playing at a festival. I thought they were shite so I went home. They are the last band I've seen live unless you count Filipino go-go bands.
Haven't been to a gig for ages, the last proper one was The Pogues last xmas - which to be fair was one of the best gigs I ever saw, so if it was the last then I went out on a good one!