Due to a surge in musician tinnitus attacks a couple of years ago, the Danish venues have had restrictions on how loud the are allowed to play (relative to size obviously). It helped tremendously. All venues are also required to sell earplugs. That said, I usually avoid bands/artists who are known to play loud and with a lot of distortion. (so no heavy metal, hard rock, techno or similar... those kinds of music sound better on my own HiFi)

My general rule is the better the band, the better the sound man, and venues who respect the music also has better sound equipment...