Going by confirmed concerts, which is the first actual band shot?
March 10, 1962, Bel Air Bay Club (that we're aware of). That predates the signing for Capitol by a good four months. The interesting/frustrating thing is, it's obviously taken by someone who was at least semi-pro, which means there may have been others.
It was for a newspaper article. I don't know which one it was, but local to the L.A. area I believe.