The two events that I would most like to see in person but never have are a Reds World Series game and the Indy 500.
By the way, one thing that I really want to do is drive an Indy car four laps around the Indianapolis 500 racetrack. The Indy Racing Experience makes it possible for $399. You get to drive an actual car that competed in the Indy 500, a 1999 G-Force I believe. You follow another car and you may only get up to around 100 mph or so, but I think doing that would be a blast. Rick Reilly has a column on doing so in the current SI.