Most of the time you can't take cameras inside so I don't even bother.
I did take an SLR with a 200 mm lens into a Madonna concert on her VIRGIN tour.
Was standing about seven rows back from the center of the stage and being so tall I stood out and she would see me bring my camera up and focus on that. There is one part where she rolls around on the stage in a wedding dress and she rolled over looking directly at me. It was actually kind of surreal to look through the camera and into her eyes. The pictures turned out poor because of the lighting ( no flash ) I was drunk and the crowd was surging where I was at but it was still a unique and unforgettable experience.
Another time I tried to sneak a camera with a 600 mm lens on it to take pictures of one of those wrestling championship things back when Hulk Hogan was at the height of his career. No cameras allowed but I managed to get in by holding it against my side covered under my jacket. I got bored and went to the concession stand to get a drink and was standing with my friends when two Sheriffs came up and told me put my hands up in the air and not to move.
Then one of them slowly pulled my jacket open to look at what he thought was a rifle hanging from a strap over my shoulder. When he saw it was a camera they escorted me to the door and told me I could come back after I put the camera in my car.
BTW I got some killer video when Motley Crue had the Bootleg tour and let everyone bring still and video cameras inside.
