Hey! This has helped me narrow it down a bit!

It was 2002 during Horror Show Tour. I even have a Horror Show Shirt, which makes sense.

In Flames was the support. Yay!!!!!!!!!!!!!!!!!!
Edit: Exact date is Apr. 13, 2002 The Trocadero - Philadelphia, PA with Iced Earth, In Flames and Jag Panzer! yes!
Other dates from that tour are as follows -
The final dates from the Iced Earth, Jag Panzer and In Flames US Tour are out...
Apr. 08 - Emerson Theater - Indianapolis, IN
Apr. 09 - Jaxx - Springfield, VA
Apr. 10 - The World @ The WWF Café - New York, NY
Apr. 12 - Birch Hill - Old Bridge, NJ
Apr. 13 - The Trocadero - Philadelphia, PA
Apr. 14 - The Medley - Montreal, QU
Apr. 15 - Opera House - Toronto, ON
Apr. 16 - Newport Music Hall - Columbus, OH
Apr. 17 - Metro - Chicago, IL
Apr. 18 - Club Laga - Pittsburgh, PA
Apr. 19 - Agora Theater - Cleveland, OH
Apr. 20 - Harpo's - Detroit, MI
Apr. 21 - The Rave - Milwaukee, WI
Apr. 22 - The Lab - St. Paul, MN
Apr. 24 - Ogden Theater - Denver, CO
Apr. 26 - Croatian Cultural Center - Vancouver, BC
Apr. 27 - Graceland - Seattle, WA
Apr. 28 - Roseland - Portland, OR
Apr. 29 - Great American Music Hall - San Francisco, CA
Apr. 30 - The Palace - Los Angeles, CA
May 02 - Backroom - Austin, TX