The larger the venue is, the worse it will probably sound. When you add in the stratospheric prices at most of the larger venues, this is not a good mix.
Learn where the good sounding venues are in your area and support them. In the past year I've seen King Crimson, The Ocean Blue, Gang of Four, Steve Hackett, Joe Jackson, China Crisis and Norah Jones. All of them were in good sounding venues and the cumulative ticket price of those shows was far less than what a ticket would have cost me to see Elton John or Van Morrison when they recently passed thru town