I regard concerts as a nearly religious experience. Not all concerts are, but there are those which can be described in religious terms - just ask any Deadhead. Earlier tonight I saw Ben Folds play live, and I can only describe it as intense. The way a night hike with a full moon in the Negev is intense - you can come up with other descriptions, but intense covers it all.
I was watching Ben play his piano with the same erotic intensity that describes. I've been a long time denier of the religious nature of Shir HaShirim, until I realized that, for me, it was written like a concert. The author of Shir HaShirim (Shlomo or otherwise, it doesn't really matter to me; it's still a great work) is describing his relationship with God in the only way he can, by describing an erotic relationship. Everyone will, or will eventually, be able to comprehend this message. It is a beautiful book full of tension and release, hills and valleys; I see concerts it much the same literary fashion.
Not everybody understands Shir HaShirim, for some people the description gets lost "in translation". When I was 15 I learned it in school, you'd think a 15 year old adolescent with raging hormones would love this class - I found it boring - it was lost on me. I've been to at least 144 concerts (yes, I've got a list) some were bad, some were great, most are just alright. But I see music as another vehicle to express a relationship with God, even if the musician and the audience do not even see it as such.
As Jews we understand this, from the Levi'im in the Beit HaMikdash to Nigunim, we sing. We put on concerts, now granted most Jewish music is down right bad. But it does not change the fact that it is a communication with the divine. Not every shiur is supposed to be life changing, nor every Rabbi. There are those of us who cannot fathom going to 5 concerts let along 144 (or the 288 Grateful Dead shows that a Lubavitch friend of mine has), but that's okay, there is something out there that connects you to the divine. If it's Kabbalah - great. If it's minute details in Halacha - even better. Whatever it is, whatever extra piece of life gets you going, run with it; just remember to use it constructively and don't let it take over your life either.