We took the Metro to the Stadium/Armory stop, where you still have to walk a quarter mile. It is a bit congested, though no worse than any other rush hour Metro situation. Despite the fact that there were a few of brothers hanging around the area smoking weed, I'd still call it a safer experience than walking to the 9:30 Club for a show, particularly since you have large numbers of other people walking with you.
That being said, RFK Stadium is pretty grungy compared to Camden Yards. Despite having to drive from VA to Baltimore, we still opted to take my wife's parents to Camden Yards for a game rather than RFK.