Radiohead: OK Computer tour '97 in Houston, at the former Ariel Theater, now Verizon; Kid A/Amnesiac tour '00, Woodlands, and Los Angeles.
The Cure: Wild Mood Swings Tour '97?
Marilyn Manson: Antichrist Superstar tour '96
White Zombie/Melvins/Babes in Toyland '96
Tool, Aenima tour at the IBALL in Houston '97?
Coldplay at NextStage in Grand Prairie '03
Those were my favorites. I'm sure I'm forgetting something...