My first was the 14th December 2006 at Manchester MEN Arena.
I have been actively interested in Maiden since about 2004, but for many reasons I missed the previous tours.
I wish I hadn't been such an idiot around 2000-2003, when I didn't care about any music at all....I would really have wanted to have seen the BNW and DoD world tours.
On the topic of modern metal, I am yet to find a band I really think is great. There are a couple though, Betrayer are all right and I don't mind Nightwish.
But most of my favourite music appears from the 70s, 80s and 90s. The 90s in particular have a large spectrum of bands and music which are fairly unknown.
To be honest, if you want to get into Death or Black metal properly, its best you listen to the original pioneers of the genres, just like with other genres really.
My suggestions:
Black metal - Bathory (nice and thrashy, but they were the first to start the Black metal sound) and then Emperor (really atmospheric)
The thing to remember with Black Metal is that the vocals are considered an instrument rather than a thing to sing a long to or even understand. The key to BM I think is the atmosphere.
Death metal - Bolt Thrower (80s, British, named themselves after a warhammer model...what more is there to say?), death metal I think is pretty easy to get into if you listen to the right places. These guys essentially took what Slayer did and took it a bit further, so, a little thrash and lots of songs about war (they regularly get named "war metal" but I refuse to use silly sub-genres like that).
Slayer is also another good way to start getting into death metal, as they inspired a good proportion of the genre.
We should probably start a seperate thread about this, lol.