About 2 years ago Bird Blobs did a small tour of New York City and I saw all the shows, probably about 8 or 9 in 2 weeks. Absolutely brilliant.
I also saw Girls Agianst Boys about 5 times the summer before that. Also great fucking shows.
Seen Melvins about 10 times, most of them in Minneapolis where they seemed to show up twice a year for a while.
Hellacopters during their first 2 years about 15 times in Sweden.
Motörhead about 8 times.
Swans 1 time and really wanted to see them more.
Jesus Lizard never, and very sad about that.
High Dependency Unit 2 times and would love to see them again, but how?

I've seen The Jesus Lizard and Unsane a dozen times, and don't regret a one. However, back-to-back nights of The Jesus Lizard and TAR in DC and Baltimore were two of the greatest shows, ever.

...Killdozer and Caspar Brotzman was up there, too! They should've toured together.

I've seen:

The Dirty Three 5 times. They have been transcendentally amazing every time.
Mogwai about 10 times or so.
The Unit Ama about 12 times, I think, they were fucking incredible every time too.
I have also seen Lords at least 7 or 8 times.
I never saw the Jesus Lizard. I've seen Shellac twice.
I have seen nearly every film Mel Gibson has released since the mid 90s. This is thoroughly inexplicable. Believe you me, it is a bizarre chain of events that has created this situation.

My Bloody Valentine - 60+ times
Dinosaur Jr - x37
Shellac - x8
Yo La Tengo - x8
Sonic Youth - x12
Afghan Whigs - x7
Breeders - 5
Palace/Bonnie Prince Billy - x7
Jesus Lizard - x4