Since I was about 16 years old, I have been to many concerts. I usually go to around 6 concerts and a music festival each year. I wish I had the money to go to more, and had friends who know half of the bands who I like are.
To be honest, I feel much more comfortable at concerts than sitting in class at college, in a pub, or public transport (I admit I may just be odd). Firstly, unlike most crowded everyday environments (college, pub, public transport, and the like) a concert is usually dark, so no one knows who you are. Secondly, most people who go to concert tend to be more open minded than the rest of society. They are probably more of freak than yourself anyway. Some of the most interesting people I have met have been at concerts. Hippies are cool. Thirdly, people have come for the music and to have fun. They could not care less about me, it is not as if it's a night club, and only came here to find people to hook up with.
I tend to prefer going to the local concerts, as they are more intimate, we get a lot of relatively unknown bands from other countries and up and coming bands.