I was just at the Aragot Ballroom in chicago, and they really didnt care about shit. I think that most places now a days are just going to lightly pat you down to make sure you dont have any knives/guns/ect... Other than that, I would just find a nice little spot for your stash before going into shows. Pre-rolled joints always work, or also hiding your piece and whatever else in your shoe. Another venue that doesnt really care is Alpine Valley. Again, I'm pretty sure most people are concerned with weapons and shit, and not out to bust pot smoking teenagers.