I've seen more than I can count, but here are the notables:
Bryan Ferry (my first concert)
The X-Pensive Winos (their only Toronto show ever)
Spinal Tap (on their 1-day, cross-Canada tour)
David Bowie (1990, 1991, 1995, 1997, 1999, 2003)
James (one of the best shows i've ever seen, and they did it in a CLUB)
The National (didn't know of them, or care - by the end of their first song my jaw was on the floor - brilliant live band)
REM (A great, aggressive rock 'n' roll show, surprisingly gritty)
Ministry (just... wow)
Iggy Pop (how do you make a guitarist in the audience ignore the guitarist onstage? Walk Iggy on!)