Thankfully I got to see nearly everyone (as far as classic rock & blues) that has been mentioned in this list so far, except for Jimi and the Doors, but my first pick would be:
Cream. They set the standard for hard rock, improv in rock, and the 3 man power trio. All three members are master musicians, and both Eric and Ginger are nearly the defacto standards in their fields. And fact is, Jimi's Experience was totally influenced by Cream. I love that old BBC vid of them playing live the day it was announced Cream had broken up, Jimi interrupts one of their songs saying "We're gonna quit playing this crap and play something real for you" (paraphrased), whereby they launch in to a ferocious Cream tribute.
I'd also loved to have been able to see the Yardbirds, version #2 with both Jeff Beck and Jimmy Page. Page BTW, was on bass, he is no match for Jeff.