I didn't go to shows right away, but I did go to Coachella during the tail end of my drinking career. What a mess that was. I could barely walk, and did all kinds of drugs as well as hiding a bottle of vodka in my luggage so I could do shots all night. I got out of the car the first day and proceeded to fall down a hill, skipped the second day, and needed the medical cart to get back to the cart on Day 3.
Ugh. Memories are pretty nonexistent.
I got sober on 5/19, and saw Alt-J exactly 3 months later. Walking past the bar was a bit tough, but I stopped and got a ginger ale. My friends had eaten some edibles and one of the had a beer (maybe two?). I had twinges, but it wasn't that big of a deal. I took drinking off the table in rehab, I wasn't about to blow my sobriety. Plus I had my own car in case I needed to leave and my friends weren't about to let me drink at the seat; they were very supportive and visited me in rehab a few times.
I've been to a few shows since and it's gotten even easier, even though friends drank, and at the last show one friend disappeared for a while and I know he was off doing coke. At shows past, I would have been joining him.
Go when you feel secure enough in your sobriety to know that you can get past your triggers, and even then have an escape plan.
Soberchella should be interesting this year. Fortunately my friends either don't party or have drastically curtailed due to having babied up. There are meetings on-site, and a big sober group from the Coachella forum.