First warm up band that blew my mind was a little band from TX, before the beards, wearing white cowboy suits and hats. Never heard of ZZ until that night in Tulsa. Main act was Humble Pie. IIRC, it was summer of 72.
A more recent warm up act that endeared me forever to her music was Shawn Colvin, who preceded Don Henley on his Cass County tour earlier this century. It was at the Cobb Energy Center in GA, and her acoustic guitar was as good as I've ever heard live.
Most disappointing warm up band (and please don't bash me, they're very talented) was Tedeschi Trucks, who filled in for Steely Dan when illness took them offline as warmup for the Eagles tour with Vince Gill. Or Vince Gill's tour with his new band. TT was just not what my ears were looking for, given my original expectation was for SD. The Eagles were better than ever that night, so my disappointment was short lived.