If only I were a few years older I would've loved to have seen the original productions of Arcadia, The Who's TOMMY, Kiss of the Spider Woman, the '92 Guys and Dolls revival, Cherry Jones in The Heiress, and Ralph Fiennes in Hamlet.
There are a few shows off the top of my head that I regret not seeing when I could've: the Dillane/Ehle The Real Thing, LaChiusa's The Wild Party, Marin Mazzie in The King and I, Thou Shalt Not (I am deeply jealous of all the knowing tugboat jokes), Dance of the Vampires, Lestat, and I surprisingly never made it to The Pillowman or Jerusalem.
Sometimes I'm behind the curve and start to appreciate a performer at a later date. I wish I saw Santino Fontana in more when he was a regular on and off Broadway.