I have seen Nellie Mckay at an in-store. She wasn't bad, but definitely not worth $35. Unless you're gay. Gay people love her, and have lots of disposable income, so it's no big deal for them.
The Birchmere is a fabulous place. It's got an authentic New Orleans atmosphere, minus the black people. Their staff is wonderful and always treat the customers top notch. Their food is second to none. And they have a Birchmere Hall monitor who patrols the music hall to make sure nobody talks during the performance. They also charge you a parking fee whether you drive or not, so make sure to drive! And there's probably lots of day laborers in the wonderful surrounding neighborhood.
