I'm with you there! I've always loved seeing a real, live band in person IF it was in a small, intimate club setting (I was fortunate enough to be able to see Walter Trout several times that way at his home bar called Perks in Huntington Beach, California). Ironically, I DON'T like being in large arenas. Generally, the sound isn't awesome, you can't see and you're mostly surrounded by, well, masses that you don't really want to be around! Plus the "experience" is usually over-priced as well as any beverage (etc.!) that you might want to get.
This is how I ended up with soooo many more albums than my friends when I was growing up. They would go to every concert they could save up for, while I would take the same amount of money (or less!) and go out and buy a bunch of albums. Now, I did go to a few big concerts, including Van Halen, the Scorpions, and more, so I understand the feeling.
Heh... I feel the same about things like NASCAR races (for example)! When I did go to the track with my friends, we would always record the race on TV to watch properly later, then sit in whatever was the best area of the track to get all of the "experience." I personally thought it was almost completely useless to try and pay attention to the actual race, but we loved the sights, sounds and smells (and even had the crap scared out of us by some very violent crashes that occurred RIGHT in front of us, like when Dale Earnhardt, Jr. hit the turn 4 wall in Fontana at 134 mph back in 2002! Yikes!). Of course, similar to my own, extremely limited on-stage guitar playing experiences, I took the driving class at Fontana and got to (barely) survive that same turn 4 at over 160 mph! A sphincter-puckering moment to be sure! ?