My favorite type of music is up close and personal, I love small venues and clubs. i jump at the chance when classic rockers are playing small venues (Mark Farner, Sparks, Canned Heat, Mitch Ryder, Pat Travers, Foghat, April Wine, Molly Hatchet, Martin Barre, Skunk Baxter, Nick Lowe, Todd Rundgren and Elvis Costello all in the last couple years). However, many classic rockers are still playing bigger places that just aren't very intimate. Even some of the newer venues that hold 2500 have the charm of a dentist's office because they are oversized conference rooms to host trade shows.
I'm just as happy seeing newer artists like Amyl and The Sniffers or The Last Dinner Party in clubs. Many of the punky bands from yesteryear are still going strong and playing clubs. I've recently seen The Dead Milkmen, Bouncing Souls, Teenage Bottlerocket and Handsome Dick Manitoba (The Dictators) and all kick major ass in a club setting.
Live music in small venues is the only way to go for me....unless it's Alice Cooper, I do have weaknesses.