I've had a similar experience with this.. here's what i do since then:
For the following be sure to describe yourself as an Independent Photographer
1) Go to the events website or contact the venue. Ask them if there are cameras allowed. If they say no ask if there are any special photo passes... who knows they may offer you something special.. Normally this will work... Make yourself a press pass and just slip it in a lanyard ... doesnt have to be that fancy ("PRESS PASS" (in large print .. most visible feature) "mugshot" (just a straight on portrait. not anything artistic... your name, "Independent Photographer" etc..) Just has to look legit. Most of the security people wont really complain...
IF THEY SAY NO...
2) Contact their promotional company 2-3 weeks prior. Ask them if you could get permission... if they wont then ask if they they might be willing to pull a few strings if you cut a deal... say you give them a few photographs that they can use, or give them a reasonable price. Hey you might even get a backstage press pass.. you never know. It's happened before.
I've been able to get into several concerts with my DSLR and camera case even where they try to stop you at the gate. Usually flashing a press pass that you have made works. But sometimes going all the way to the promotional company who should give you a mailed or faxed letter works.
Hope that helped