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.
01/18 & 01/19 -- Godspeed You! Black Emperor and Neurosis (in Montreal)
02/08 -- Dark Tranquility
04/11 -- Black Sabbath