Every show that I have been to did a quick pat down of you, to feel for any weapons or whatnot.

I usually just have the stuff attached to my waist, just set it between your pants waist and yoru boxers waste, in a small box, or in a baggie, or whatnot. They cant really tell its there and its sitting close enough to the crotch on the front of you, that they wont search there anyways.