My first concert was Three Dog Night around 1972. I went for the warm-up band, Black Oak Arkansas who I were into at the time.
I suffered hearing damage at my next concert.
Grand Funk Railroad, probably same year. Was second row, under a massive speaker bank, no earplugs.
My favorite small club show is by far, Gojira at Mill City in Mpls., 2013. Also saw Megadeth at a small club here in town. That was pretty good too.
I also make it a point to attend all my nephews metal band (Abolition of Man) shows locally.
I think hearing damage is a given after 40 years of gigging !!
Mine occurred early on in around 76 when we went to see AC/DC in Manchester at the 'Hop & Grape'. Had my drunken head pretty well inside a speaker bin for the whole show and couldn't hear for 3 days afterwards. Luckily my Tinnitus is not too bad, but I do take plugs to gigs just in case.
As for iconic clubs
The Marquee is a given, as is the Roundhouse in London. Also probably the Astoria. The Paradiso club in Amsterdam is legendary.
I think Rick said he has been to the 'Baked Potato' in LA. That looks amazing. Bonamassa played there a few times with 'Rock Candy Funk Party' and the videos for that are just great.
What I miss are the small clubs where 400 people is packed. I know Nick goes to 'The Brook' in Southampton and there are still some of these venues left, but they are few and far between.