I dress fairly conservatively. With that being said, I am planning to attend a rock concert soon and do not wish to look like a fish out of water. By the same token, I don't want to wear the classic "band t-shirt" or any other type of clothing that is normally associated with fans. How can I keep my style and look "cool" at the same time?
The typical rock concert uniform includes jeans, a black concert tee and black boots or Converse All-Stars. To keep from looking out of place I would use that uniform as a starting place but make it more stylish by elevating each element. Consider dark jeans or trim flat-front charcoal pants. Instead of a concert tee, consider a black button-down shirt or a thin black merino-wool sweater. Instead of sneakers, consider a pair of black dress ankle boots. You could top it off with a black leather jacket; a dark blue or purple velvet jacket would be even better.
A rock concert provides you an opportunity to wear accessories that you might otherwise avoid. I have a black leather belt with a chunky eagle's-head buckle that I got off eBay that I only wear to concerts. A friend of mine has a wild pair of Mark Nason shoes similar to the boots pictured above that he wears to concerts. When it comes to accessorizing, be guided by your own sense of style.
I would caution you to avoid wearing any item of apparel that is prone to stain or that you consider to be a favorite. At a rock concert you are very likely to encounter beer, sweat, vomit, blood and urine. You will not enjoy yourself if you are worried the whole time about the drunk next to you spilling his beer on your suede jacket.