I dont think Ive ever really gone to a 'bad' show by my own decision. Ive seen a few shitty ones that I was dragged to...3 Days Grace, 12 Stones, few others.
The worst I went to by choice would probably be a Stereomud show back in the day...damn, what a boring band. But the openers (Endo, Finger 11 and Flybanger) were pretty fun and it was only one dollar, so I cant even complain. Ive seen a few ungodly terrible opening bands too on shows I wanted to see...Bender, Saving Face, Filter, etc.