I love these old venues and their stories, their limited capacity always seemed to enhance the experience, make you "part of it". Even the names are more evocative than the arenas and the stadia aren't they, all the Hippodromes, the Picturedromes, the Corn Exchanges, the Civic Centres, the Queen Elizabeth Halls, the Academies, the Forums, the Theatres. All that history, all the shows and dances that went before, in decades gone by. Something like a plastic and concrete NPower Arena (or similar) can never compare.
I never made it up to Blackburn, but being a Manchester boy, my city also had a rash of those smaller venues that played host to some big acts. I saw Iron Maiden at the Apollo Theatre in Ardwick, and I saw Black Crowes and Big Country (twice) at the International and its only slightly bigger brother, the International 2, which used to be a Pataks factory. I also went to Band on the Wall occasionally.
Since, I've been to concerts in all sorts of places including big stadia but those smaller venues can really make your spine tingle. Two of my favourite concerts were the Finn Brothers at Portsmouth Guildhall, and Jools Holland at Southend Pier, you really felt part of it. I later saw Holland in the Royal Albert Hall and it was great, but not as involved. I'd love to go to some of these places... Barrowlands, Hammersmith Apollo, just legendary venues.