I D/L lots of Live Dave Matthews Band shows through sites such as dreamingtree.org and antsmarching.org
DMB has a great policy where they let people tape their shows provided they don't sell them. Some recordings come out almost as good as an actual CD.
Also, I'm sure if you do some google searching you can come across people that own concert tapings of various groups. A lot of people will be happy to do burn you a copy provided you supply the blank cds and return postage.