Although I'm sure I will come across many bands that YouTube won't be helpful about because they were so small in the age before the internet and cheap digital cameras/phones for even the crappy quality gig-vids that people film. I'll do my best though and will try to provide links to websites for those I can't find decent footage of.
Anyway, first up I travel almost 22 years into the past to a cold evening on the run-up to New Years Eve. There I was at Wembley Arena for my first ever live music experience, courtesy of a friend having a spare ticket, to see... WHITESNAKE supported by MSG (then known as the McAuley Schenker Group although previously were Michael Schenker Group). It was Whitesnake's "1987 Album Tour" - which had a host of really classic songs on it. Whitesnake were fantastic and I sang along like crazy and couldn't get them out of my head for the next couple of days. I wasn't really into MSG though.
Whitesnake - The Still of The Night
MSG - This Is My Heart