I saw King Crimson in concert earlier this year at the Cobb Energy Center in Atlanta, it was phenomenal and just as you describe. There are also small venues t

I saw King Crimson in concert earlier this year at the Cobb Energy Center in Atlanta, it was phenomenal and just as you describe. There are also small venues that specialize in these kinds of grown-up music shows. Again talking Atlanta here, the one I'm thinking of is Eddie's Attic. Idea is to pick the venue first, then select which acts you'd like to see there.