It always says on the ticket, at least all the ones that I ever seen, "no cameras or recording devices allowed". I had my little pocketbook with me which security looked in, but my little digital camera was in my inside coat pocket. And I'm always nervous going in the venue with it. But just about everyone has a cell phone with a camera on it (me too, but mine is crappy; that's why I bring my camera instead). And whether or not they try & stop you from taking pictures is entirely up to the venue's security. I can tell you from some bad experiences, some venue's security can really be a-holes.

(Yeah, I'm talking about you, Rams Head in Baltimore.) It always amazes me though how some people can get recording equipment in to record the whole show.
Lee
