First of all - Debb, lucky you! I saw Robert Plant back in the '80's when he had put out his first couple of solo albums. As a teen Led Zeppelin were like gods to me, so seeing him was like a religious experience. Love his new work, too.
I've gone to see Henry Rollins' spoken-word shows in our city's upscale venue. Henry is not at all "upscale" but his spoken-word tours are best seen in small venues with good acoustics. I just wear whatever I would normally wear to a concert - jeans, boots, tee. It really depends on the artist more than the venue. I would go with your usual concert-going attire.