Depending on who it is (and how much the tickets cost), I'll go to a concert. But I live in a sawdust and horse manure-smelling city that only books fake country music, so the chances of going to a great music concert here aren't very good. I'd consider traveling, but only for an act that I truly admire. I'd also have to wear ear protection since my ears ring a little all the time.
The last live music event I attended was for a bar band in Jenks, Oklahoma, and they pushed the volume level up to 105 dB, so that was painful. Plus, they played a lot of 70s rock that I don't care for, so it definitely wasn't worth the free admission.
All in all, I get the most pleasure out of listening in my music room. Based on my personal experience in music, my system reproduces the music realistically, and it didn't cost too much (about $10-$12k total spent over several years). I can also keep the volume level at a comfortable 40-55 dB, so I'm extremely happy.

