Very true that Penn Station is not all that close to Sonar. In fact, it's pretty much on the other side of downtown. Not a big stretch, mile wise, but not around the corner either.
Your very best option, if it can be done, is to find a friend with a car and buy them a ticket for the show.
Like too many other places, Baltimore's transportation tends to shut down much earlier than it's nightlife. Some of it is not very safe either and cabs will cost you a pretty penny...and a few dollars. In fact, I'd go as far as saying that the local end is much less safe than DC's Metro, based on my experiences. While cabs are much safer, they alone will probably be more than the price of a ticket for the show once you figure in round trip and tips.
BTW, Baltimore's MTA just rerouted and dropped some bus lines so be very careful about any guides that you use. I think the changes just happened this past week.
While I honestly can't speak for Sonar, most of the clubs in Baltimore that offer live bands tend to work their sets backwards from closing time, which is usually 2:00AM. If and when they do allow a little time after the headliner, it's not by much. By then, other than cabs, all transportation is pretty much shut down. And in Baltimore, it's not very safe either, regardless of what Charm City's (or Harm Shitty's) Bureau of Tourism would like you to believe. Sorry to say but I would have to fully take your parents' side on that fearful debate, especially for such a youngin' as yourself. In fact, I myself avoid as much exposure to downtown Baltimore as I can because it's not a safe city at all. And when I do go, I take every bit of street smarts with me. Plus I have the advantage of knowing the city pretty well in case I take some wrong turn (which happens with some of it's twisted streets and detours). Also, I tend to know which particular streets and sections might be a little safer than others not to mention a bit of experience with dealing with a lot of street garbage which I prefer to avoid if and when possible. Ugh! And there is a lot of it not too far from Sonar.
Again, in the end, your best bet is to make friends with a few concert goers with cars whom you can tag along with, at least for the ride, who would appreciate the cost of their venture offset by some extra passangers.
