You will always remember the show you saw
You will never remember what you did with the money you saved by not going
I generally agree with spending my money on experiences.  I find myself travel or other experiences packing more bang for my buck these days. 
There are a couple of shows where I wish I'd seen someone before they died.  Leonard Cohen once more.  The last Prince show at Warner Theater.  Just as many shows though where I've dropped a good bit of money to finally seen someone and they were just old and horrible.  I guess the corpose of Dylan doesn't stick with me in the same way as the missed opportunity to see Prince once more, but it's definitely there.