I went to a Pete Yorn show at the Wiltern in the spring of 2003 and didn't know if I would even make it in time to see the opening act. Got there just as Grandaddy took the stage and I was completely blown away. So good! The next day I went out and bought The Sophtware Slump and have since picked up any recording of theirs I could get my hands on.
Conversely, last year I went to see Radiohead at the Greek in LA (Friday night show) and had heard some good reviews about the opening act Deerhoof, so I made sure I was there in time to catch their set. What a f*cking buzzkill. I was not into their sound/noise, whatever it was, at all. Thankfully the reggae they played between sets mellowed me out and got me ready for what was one of the most epic shows I have ever seen.