The first time was when they were supporting Biohazard, back in 2000. A spot of rain and a stiff breeze had crippled all transport networks in the south of the UK, so they took to the stage late and announced themselves as "you should all know who we are by now." They then spent the next half hour aurally beating everyone into submission. We actually had no idea who they were, but sussed it out by carefully examining the merch table. I bought a T-shirt that bore the band logo on the front and the slogan "SNIFF GLUE WORSHIP SATAN" on the back.*
The second time was a year or so later, when they co-headlined the Astoria 2 with Clutch. Earlier that day, as a special birthday treat, my friend Tim (who used to make a living selling gay porn to paratroopers) had taken me to the biggest charity shop in North Camp. We each bought a suit for £10, which we wore to the gig that night. Mine was dark green, 2-3 sizes too big, and worn with a bright yellow shirt. Tim's was a shade of metallic plum, as I recall. We threw some powerful funk moves that night. Every so often someone would tell us that we looked awesome; and we would look at their greying Slayer T-shirt and dirty jeans and tell them that they looked a shambles.
The third and final time was in 2008, on what turned out to be Raging Speedhorn's farewell tour. They finished as they started, playing grotty toilet circuit venues where you can get close enough to the band that they can hit you in the head with a guitar. They were awesome. For this final tour, their record label SPV had decided to wring as much money out of the band as they could and were charging the band in inordinate sum of money for copies of their record to sell at the merch stand. Raging Speedhorn were faced with the choice of either absorbing the cost themselves and therefore making no/negative money, or passing the cost onto the fans and therefore making no/negative money and pissing everyone off too. Raging Speedhorn chose a third way; they sold bootlegs of their own record for a fiver.
*The third best T-shirt slogan of all time. Second best is Charger's "VOLUME OVER TALENT"; top prize goes to defunct Scottish hardcore types Co-Exist, who instead of T-shirts sold white wife-beater vests bearing the slogan "KILL EVERY CUNT."