Get to see as many upcoming bands as you can and keep the tickets if they print them. One day, at least a few will have become big enough to play Wembley and you'll be able to say that you saw them back in the days when they were good / so bad you never thought they'd survive until Christmas*, at a venue so small that you could count the zits on the bass player's face.
(As an aside, I have always teased my mother about the fact that when she got to see The Beatles, the drummer was still Pete Best, so it doesn't count.)
*In the former category, I can claim Echo & The Bunnymen and Squeeze; in the latter, it's Depeche Mode and U2.