I think I saw Lesnar twice in his first run. Once in May 2002 on Raw during his initial push and a second time in October 2002 on Smackdown just before his Hell in a Cell match with the Undertaker. I can't remember if he wrestled during either.
10/18 - King Diamond
10/24 - Pallbearer
11/01 - Suffocation
11/30 - Devin Townsend
12/06 - Distant Worlds: the Music of Final Fantasy