I generally prefer listening to my system for all the reasons given by the OP, plus my system sounds better than amplified concerts.
I occasionally attend local jazz performances, but there aren't many good shows or good-sounding venues where I live, and really not that many performers I'm interested in seeing, especially who come to my area.
I would be inclined to attend orchestral concerts, but rarely do orchestras program an evening of music I would want to hear, as I don't care for most 19th-century orchestral music, and that still seems to be the core of most orchestral repertoires.

