I agree. Live shows, live bands and venues are all inconsistent.
I don't recall ever getting excellent sound in a large venue.
Arenas and stadiums always have terrible sound. It always cracked me up the hype and legend that is Madison Square Garden, for concerts. Madison Square Garden is a tremendous place to see and experience a live concert.
But sound quality has absolutely nothing to do with it. The Garden's sound has always been terrible. On some rare ocassions I did find a band or two who some how got pretty good sound in The Garden. But that's the exception and I'm sure their sound guys struggled mightly to pull that off.
Outdoor stadiums are a trainwreck.
The best places for good sound, that I have found, are the much smaller, intimate venues and small jazz/blues..etc clubs.
But it's still hit or miss depending on the artist and their sound people.