I saw a show recently at a place that almost always has excellent sound. This night, the sound guy must have had one hand tied behind his back, and someone must have swapped his meds out. Not only was the mix for the first band bad, the vocals were literally not in the PA for the first two songs. Second band was a guitarist playing to tapes. Third band had a vocalist - and the same problem again. I've never seen anything like it.
One of the better sound experiences I saw in a small club was John 5 at a Hard Rock. The sound was beautiful and everything was in balance, and it wasn't overbearingly loud. It was loud, but not wall-rattling. We were standing right behind the soundboard, and this guy sitting next to it kept yelling to the sound guy to turn it up. The sound guy finally said, "Why would I touch anything? This is perfect." I went up to him after the show and thanked him for not touching anything. I said, "You couldn't possibly have improved that sound. It was great." He said, "I know, right? Why would I turn things up and turn it to mud?"
In bigger venues, Alan Parsons and Queen have been unbelievably good.
I've been wearing ear plugs at shows for years - Vibes for the last three or four, to mention a brand. I've found that if I insert them all the way, which I was really hesitant to do at first, the sound clears up very nicely. They reduce the volume enough that it takes a lot of boom out of the bass. Depending on the band, I'll pull them for a song or three, but at some shows, I definitely prefer the sound w/the plugs in.
Oh, and the obligatory Megadeth reference - I saw them once, as the middle act on a three-act bill. I know Dave had a working microphone because I could hear him talking about things in between songs. But during the songs, I just have to assume he was singing because I didn't hear a vocal all night (well, maybe when the band stopped). Could not hear his voice at all above the mix. No issues w/the other two bands.