Nothing ridiculously small for me. But the few which spring to mind that I saw that played small venues compared to where they ended up are …
Verve at the (original) cathouse in Glasgow. Storm in heaven tour, pretty sure oasis supported (but I’ve no recollection of them). Verve were great.
Pulp at king tuts
White stripes at dingwalls
And more recently Ezra furman in the back room of south street arts centre in reading (80 people, maybe).