Worst "experience":
Having my wallet stolen.
My friend had won tickets to the Warped Tour in 2001, and I foolishly decided to attend, primarily to see Rancid and Rollins Band. My friend eagerly wanted to see A.F.I. and I had heard a lot of hype about them, so we moved up through the crowd to watch their set.
After a few songs, I decided to move to the back to avoid all the pesky crowd surfers. That's when I noticed that my wallet and keys were gone. There was no way that they fell out since I wasn't crowd surfing or jumping; obviously someone grabbed it out of my pocket while I was trying unwillingly to hold up a crowd surfer.
About a dozen others kept looking for their wallets about the set was over, and fortunately I found my keys. I lost about $60, all my IDs, family pictures, and so on. To this day, I hate A.F.I. by association.
---
Runners-up:
1.) Leaving a 311 concert halfway through the set because my girlfriend hated the show. I missed "Let the Cards Fall," which is rarely performed.
2.) Driving through hurricane weather on the highway to get to a Deftones/Glassjaw show. I couldn't see more than 5 feet in front of me the entire way there. Scary.
3.) Being denied entry into the first 45 minutes of the Virgin Mobile Festival because the place I won tickets through didn't have my tickets ready. I missed 90% of Cat Power's set (though I heard her from afar), and she was one of the main reasons I was thrilled to go.
4.) Stepping in a piss-covered ground at every show at The Boathouse for years.