Even those are a crapshoot. Led Zep in Atlanta stadium was not a good show, the sound system was not up to the venue. I saw the Allman Brothers/Lynyrd Skynyrd/Marshall Tucker there and it was a great show with excellent sound. Ditto Leon Russell. The Stones and ZZ Topp in the Astrodome. The Stones/Doobies/Van Halen in the Superdome. Pink Floyd was great in Atlanta Stadium.
On the whole, of course arenas are better than stadiums, small halls are better than arenas, and tiny venues may be best of all... but the smaller they are, the harder is is to be present.
I saw the Stones in the Fox Theater in Atlanta on the Some Girls tour, and that seats 3,700 people - but if I had not had a girlfriend I could call when I heard about tickets, someone willing to drop everything and go get in line RIGHT THIS DAMN MINUTE, I (we) never would have been there. Someone offered her $200 (in 1978 dollars) for her place in line and she shook them off, bless her.