Funny thing, if I had to list my least favorite concert, I'd have to go with Prince and I say that as someone who likes his music. Went to his birthday show at Cobo back in the summer of 86 and the set list was just disappointing. He only played one song from Purple Rain and didn't even do his other hits like Little Red Corvette or Delirious. He did sing How Much Is That Doggie In The Window though.
It felt more like a jam session than a concert. I'm sure that sounds awesome to a lot of people, but I just remember being bummed after the concert was over.