I haven't really had a bad experience with headliners, but some truly awful opening acts ...
Icicle works opening up for David Gilmour ... first song wasn't bad ... but every song sounded the same ... my buddy fell asleep.
Some band (forgot the name) that opened for Metallica up in Hamilton in the early 90s ... they were so bad that we tried to get as far away as we could, so we stood by the front door inside the arena.
Lastly ... opening for Mountain, April Wine and Deep Purple a few years ago in Toronto was a band from Montreal whose name was quite literal ... "It Sucks", and believe me ... they did. Very Spinal Tap-esque, only they weren't kidding.