Before They Were Huge
In my concert going, I don’t think I have had any amazing "before they were big" experiences, but a few "on the way up" experiences. Perhaps they'd be called "before they were huge" experiences?
I saw Tenacious D at First Avenue in Minneapolis around 2000. I feel like the D wasn't a huge name, even though they had their work on HBO buy that point. Jack Black would become well known within a year, and a superstar within three. Still, it was First Avenue, so not exactly a quiet little show.
I saw Nelly Furtado at some venue that I don't think exists any more. (I looked it up, it was The Quest.) The club was probably First-Avenue sized. It was one of those "book a ticket, then she blew up, now the venue is way too small" situations. There were lines around the block to get in. My memory says she was sick for the performance, but she still performed pretty well.
Same as Nelly Furtado, I picked up a pair of Mumford & Sons tickets at First Avenue before they exploded. By the time we saw them they could have sold out an arena, I think. My wife was seven months pregnant with our third. She generally hates going to standing club shows as she's short and claustrophobic. Luckily we found a place in the balcony where she could somewhat see, we weren't crowded, and she got a back rub from me for the whole show. Other memorable things included the couple next to us dressed up for Halloween/their wedding that night, another older couple seemingly there because their recently-deceased son was a huge fan, and the PA system going out mid-show with the band handling it amazingly well, singing several a cappella songs with the crowd supporting.