I really wish Stevie would play at the Paramount Theatre, in Denver.
http://www.paramountdenver.com/
The stage is far bigger than it looks and the sound is phenomenal. Smaller concerts are so much better, anyway. I've seen Regina Spektor, Fiona Apple and Siouxsie & The Banshees here, and they were all great shows.
Red Rocks is nice and all, but eh.