Who was the last ever pop star or group to perform at Wembley Stadium before it was knocked down and redesigned by Lord Foster?

Bon Jovi were the last musical act to play at the old Wembley before it was closed, and they were scheduled to be the first band to play at the new Wembley Stadium, with concerts on June 10, 2006 and the following day. However, due to the delays in the construction of the new stadium, the concerts were moved to the National Bowl at Milton Keynes.

Ref: https://en.wikipedia.org/wiki/Wembley_Stadium_%281923%29#Music

If you are interested, DEPECHE MODE, was the first act in the newly refurbished arena.

https://en.wikipedia.org/wiki/Wembley_Arena