Most rail security at big venues is contracted out, isn't it?
I really like The Rialto and The Rock here in Tucson. The Rialto is where most of the national touring acts (the ones that even bother coming here, that is) play. It was recently renovated, and it's really nice now. The Rock is a small club, and it usually doesn't have anyone good playing, but I've seen Rise Against, Against Me!, and Propagandhi there, and it's fantastic for seeing a good band in a small, intimate setting. Best of all, there's no security, so you can stand right up against the stage.
"COLONEL KLINK, WHY HAVE YOU FORSAKEN ME?!"