The Mars Volta have opened for both Red Hot Chili Peppers and System of a Down.
I really wish I could have gone to either one of those.
I thought the dual-headlining concert with Coheed and Cambria and Porcupine tree was cool, but very few people in the crowd liked both of them.
Also Coheed and Cambria opening for Slipknot was pretty funny in my eyes.
EDIT: Oh, and Muse and My Chemical Romance.