I’ve avoided arena shows for decades because they’re usually super-expensive and a less satisfying experience. Back in the 90s when I made a comment in the Discipline Global Mobile website about deciding I didn’t want to see a show in a venue biger than 500 seats or spend more than $50 for it, Robert Fripp himself reposted it in his online diary approvingly. I think I’m willing to go a bit higher than that on both these days (I’ll see a show in a large theater which I’m guessing is around 1–2000 seats and inflation and higher income has raised my threshold on what I’ll spend on tickets), but generally I find smaller venues to be the most satisfying to see live music. Plus, this is going to be more obscure or early-career acts so you get to be hipper than thou when you see them.

The best shows I've been to the last 10 years have been at Reggie's in Chicago. Cheap, not too crowded, and lesser known but really talented bands. Reggie's hasn't changed over the years much - in the best kind of way.