Anyone been to Paris, Milan, or Rome for a concert?

Last week tickets went on sale for David Gilmour's (from Pink Floyd) short European tour.   I'm seriously kicking myself in that I did not attempt to get tickets last week, but there was a lot going on with one of our daughters.
Anyhoo, London is sold out.  From what I can tell there are still tickets available at the following:
Le Grand Rex-Paris
Teatro Arcimboldi-Milan
Auditorium Parco Della Musica-Rome
Anyone been to these venues?  Anyone have a opinion about which city is better?  I WILL go see him, just don't know if it is cheaper to buy London tickets off Ebay or fly somewhere for a few days. 

I saw Depeche Mode in Milan in 98 and it's still one of the best shows I have ever been to. The vibe of the Italian crowd was AWESOME. Have fun wherever you decide to go!

I saw Christina Aguilara in Paris at Le Zenith and it was the best experience ever.  There were not any "assigned" seats and you could basically go whereever and for about 40 euros she sang about 5 feet away because I managed to get relatively close to the front.  Best Concert ever!  I never would have gotten that close in the US for 40 euros!

It's not exactly Italy, but I did see U2 in Ireland back in the day and it was EXCELLENT - so much fun and something you'll never forget!

Thanks for all the comments-still not sure if we will get to the continent or not as they have added a third show at the Royal Albert Hall for David Gilmour.  300 lucky people (which I was not a part of) get to obtain tickets before tomorrow at 9AM. 
So please everyone keep fingers crossed that my internet connection holds up tomorrow morning so I can get tickets. 

May the ticket gods smile on your quest!