I really enjoyed one of the Rush concerts I went to. I think my favorite may have been the TSO concert I went to last year - probably because it's the most recent in memory, and as a Christmas gift, I got some awesome seats for my wife. Dead center, last row of the front center section floor seats, tech crew was right behind us, plus some of the fire special effects which we may have been the closest people in the audience, band member playing about 2 feet from me, etc. And most importantly, I think the volume was perfect - I wasn't deaf after the concert. I cannot figure out why people think that so many concerts have to be 120 decibels to be good. In fact, I usually avoid concerts just because I can't stand the loudness.
Of the "cheap" venue concerts, I really enjoyed Three Dog Night at Ellicottville (ski resort in NY) out on the base of one of the hills prior to 4th of July fireworks. My kids were little; maybe 8 years oldish, and they really enjoyed it.