I go to concerts and large events like street festivals and hockey games all the time, they don't bother me much. As long as the music isn't something obnoxious to me like pan flutes or avant-garde jazz, I'm fine, otherwise I develop a migraine and get nauseous.
I think in those situations, as long as you know what to expect and are prepared it helps since those events progress fairly predictably. You can catch YouTube vids of live performances or games to see what it's like. I mostly like concerts because you can really feel the music reverberate through you and then you can rock/bob/flail to the music in public without anyone judging you (at most, you'll look like you're high, but so is everyone else most likely
). For arena concerts, there's less of a crowding situation if you're in the seated section. Just gotta wait till the crowd thins before you leave.