Probably the most disappointing show I saw, relative to my esteem for the performer, was Albert King in a NYC club in the mid-80's, but this may be unfair since he might not have been in the greatest of health anymore. Nevertheless, backed by the competently polished local blooze-boogie band who opened the set, he came out with his electric guitar cranked up to godawful volumes, about twice as loud as the whole rest of the band put together (I'm not kidding, I mean literally -- the disparity was so enormous it would have been comical if it hadn't been so painful), played through a horrible sounding solid-state amp with a piercingly discordant tone, kept what sounded like both a phaser and a chorus turned on one setting the entire night, completely inappropriate for the material, and proceeded to sloppily repeat the same licks over and over in each and every song, with no regard for the songs themselves, and continually wandered out of time away from the changes since he was so loud he couldn't hear the band during his solos. At one point he did apologize for his rather disconnected demeanor, saying he'd been ill. I've been to a few shows that were even harder to sit through for me than this one (Dave Alvin & the Guilty Men, Evelyn Glennie, James Blood Ulmer, Foo Fighters were some squirmers I'd rather forget), but won't detail them because my expectations weren't as high. (Well, there was that legendary DC show where Minor Threat opened for UK punk heroes The Damned and wound up basically blowing them off the stage, to our hometown delight yet major disappointment...)
Biggest surprise at a show? When Robert Plant made an impromptu mid-set appearance at a club where the Stray Cats were playing (again mid-80's), spontaneously joining them onstage after his own concert at the local arena for rousing off-the-cuff renditions of 50's rockabilly standards. I initially feared the Zeppelin-esque banshee overkill worst, but he was actually much better at singing in the authentic style than Brian Setzer, and clearly having a total ball wringing out "Be-Bop-A-Lula" and the like. Have you ever heard a packed-house crowd all of a sudden become twice as loud? I think the most shocked guys in the whole joint were the Strays themselves.