The 9:30 Club does a really good job of hitting the right times during the week. I'm usually home by 12:00 (granted, I live 10 minutes away). And still they start late enough that I can grab a bite and get there. It really is a fine line; I can't stay out until 2:00 on a 'school night' anymore either. But I also can't get to bumfuck MD or VA by 7:00 in two hours of traffic.
When the Tyde played Velvet Lounge on a Sunday night, their actual set time was midnight! I couldn't do it (turns out they went on far earlier, of course, but I couldn't take the chance they'd go on later).