Not necessarily. I never use flash and I have had occasional venue security issues. Some of it depends on who is around you. In Vegas, someone in my row was using her LCD screen as her viewfinder (which I never do b/c I'd need my reading glasses). That is a real easy target for people looking for cameras, and I think that's how the usher noticed me. Also, if you take video, there is probably a tally light on your camera that blinks red when you are recording. Again, that makes you a target. Although my Canon has a feature for disabling the tally light, it never works. So I try to remember to put some black tape over it.
Re disliking concerts and then changing your mind: I don't think it's indicative of much except changing one's mind and having initial worry out of worry for Clay if that makes sense. For example, I remember those shots of him in a leisure suit sitting on a bean bag before the JBT. Well, that gave me pause and not in a good way. However, it was not indicative of the energy, fun, or sexiness of the actual show.
With the JNT 5, I actually liked the idea of the vignettes before they happened. I thought the show wasn't as effective as it could have been b/c the acting (I'm looking at you, John D.) wasn't always what it could be, sight lines for a lot of audience members were blocked by parts of the set, etc. I wished that some aspects of the realization of that idea had been better. At the same time, he was in sublime voice for that tour and I loved that he had written something and put himself out there. So I went to five and have many fond memories of it.
ETA: Atinal -- are you a member of CV or the CH? There are threads at both of those boards talking about effective camera settings for the cameras most clackgatherers use. The most important ones to be aware of are the light metering settings (so that your light readings are not for the whole frame but for the subject) and the shutter speed.