i've been to a lot of concerts... my friend once asked me to make her a list of stuff to bring to have the best possible time. here's what i think.

• fully charged camera (if forbidden, hide it in between your legs, in your pants - it's worth it) with memory card
• $$$$$! for
  • parking
  • souvenirs
  • overpriced water
• food to eat right beforehand so you have enough energy and you don't waste money on venue food
• water! at least try. the worst they can do is take the bottle away and make you buy water there, but you definitely want to stay hydrated
• sharpie and paper - you might get lucky! (autographs!)
• and most importantly: your tickets! or whatever it will take to get you in (like id for will call)