Stadium concerts are spectacles. Small concerts are conversations. In a room of three hundred, the band can see your face, and you can hear them decide, between two songs, what to play next.
The best concerts we saw this year all happened in rooms like that: a former cinema, a cellar, a church hall with terrible acoustics and a wonderful crowd. The tickets cost less than a dinner. The evenings were worth far more.
Follow the small venues in your city, buy tickets for bands you have never heard of, and stand near the front.