Not only is it soothing for the soul, but it's increasingly becoming the best way to directly (financially) support music and musicians you like. AND, you can can look at it as a lesson as well as entertainment. I've learned so much just from watching musicians up close at concerts. Technique, chord shapes and changes, and gear choices are usually very easy to gleam from a musician at a concert, assuming it's not a huge venue. And on that point, the smaller the venue, the better. It's very hard to connect with a band in a stadium, especially if you're not in the first 30 rows.
In closing, get out there and see some gosh-dang live music! Tonight!!