I know it would be difficult because of the amount. But you could start small by either picking a band you think most of your users have seen, or focusing on one of your favorite groups for your local area and friends, then manually building a db of all of their shows, locations and venues. This helps you figure out the process to replicate in the future, as well as demonstrates the simplicity to the users.
Once you have the process figured out, you could start auto suggesting venues and dates that have been entered by others, just as you currently auto-fill bands that have already been entered.
Also, if there were a way to allow people to add bands, dates and venues to the DB that they haven't seen just to help out, that would be a good way of gathering as well.
I'm sure you have already thought of hundreds of things you can do with it, including what I've suggested. I'm just focused on the search and collect aspect because it is such a large pain point begging to be cured.