When I was at a Bob Dylan concert just a few years ago (LOVE HIM!!) there was a very strict no camera rule. That meant no pros, no amateurs and even NO CAMERA PHONES! If they saw you holding up a phone obviously to take pix, they would confiscate them too.
What I did, (and I don't feel bad admitting this since it's not like I sold the vid or anything, it's just on my phone) was position myself in a way that I could "aim" my phone directly at the stage... yet pretend I was just talking on the phone.

So I was holding the phone up to my ear, mouthing words (since obviously if I said anything right into the speaker it would pick that up over the music, and it was so loud there nobody noticed) but I had the cam part pointed right at the stage. I have a few videos of him doing my fave songs. They're not the best quality no, but I just wanted my own little proof that I was there lol. The security people walked right by me a couple times and didn't even pay any attention since I wasn't obviously holding my phone up in the air above everyones heads... ha.