I've recently come across two new concert listing websites that notify you when bands you care about are coming to town. Neither is great, but hopefully they'll both improve with time.

http://www.tourfilter.com
Tourfilter automatically grabs info from tons of venue websites. The information is gathered by computers, though, not people, so it's not 100% accurate. They do list a decent amount of shows, though.

http://www.showaholic.com/
I don't know much about Showaholic, but one key feature is that it'll copy your top 50 artists from your Last.FM profile (unlike tourfilter, which requires you to enter them manually). It'll also list shows of bands similar to bands you like, though their recommendation thingamabob may suck.

nyc's got www.ohmyrockness.com, which is pretty much all we need.

EDIT: not to downplay the awesomeness of notifications. Rockness should totally do that.

Really nice. Like tourfilter better though maybe 'cuz my city is already listed. For some reason showaholic did not completely import all the artists on my Last.FM Profile. ty for sharing.