To date, I've probably been to around 40 or so concerts. They've ranged from small shows at local joints to huge ones at places like the Pepsi Center and Red Rocks. Since my music taste is so diverse, I've been to every genre of show as well.

Really, the biggest thing about live music is how much the music channels into the mood of a good crowd. Depending on the artist, the entire feeling of a venue completely changes. Metal shows have the agressive most pits, rap shows have really energized crowds that love to dance and move, ska shows have the carefree skank circles, and indie rock shows have the moody swaying folk to name a few crowd actions I've seen.

Loudness isn't really an issue. If you don't like it that much, wear earplugs (it's way healthier). More and more people I see at concerts are starting to wear them.

All in all, the best bands and artists become so much better live. It's one thing to fill a song with emotion, but another to fill a room/bowl/arena.