Check out this really neat iTunes plugin called iConcertCal. It basically scans your iTunes library for bands, compares the list to a couple of sites that contain concert info, then displays on a calendar inside of iTunes what bands have shows coming up in your area.
I already noticed a couple shows I didn’t know about! Really neat stuff. There is OS X and Windows versions.
Only suggestion I have has more to do with their web site then the plugin. Their site really needs a RSS feed for updates, so people will know when a new version comes out.