The only band I've seen 5 or more times is Jimmie's Chicken Shack. I've seen Red Hot Chili Peppers 4 times. Pearl Jam 3 times, incidentally 2 times because they were on the same bill as Red Hot Chili Peppers: Rec Hall in State College and the second Lollapalooza. Third time, years later, went specifically to see them at Bryce Jordan Center in State College. Awesome weekend with friends and an awesome show. Love 'em or hate 'em or somewhere in the middle, Pearl Jam is a top notch band. I've seen Willie Nelson at least 3 times that I can remember. Might have seen him as a child at the York Fair. Also, Maynard Ferguson 2 or 3 times.
My first 'official' concert was Van Halen with Sammy Hagar. I was too young to see them with David Lee Roth and almost too young to go to the 5150 show. I'm surprised my parents allowed me to go but they trusted the family of the guy I went with. Also went to a show for the OU812 tour.