For each artist, show a calendar/date-picker
The calendar would show one month at a time, with days that contain a setlist indicated as such, for example, a different background color.
Allow the user to change the month/year shown in the calendar. This would make finding a specific show easier and faster. For example, I know I saw Metallica in 1992 in Cincinnati. Getting to that page using the pagination buttons is a pain in the neck. But I could very quickly change the calendar to Jan 1992 and start looking for highlighted dates. Maybe add a hover (on desktop of course) that would give Venue and Location information.
Another benefit of a calendar would be to easily visualize how many days an artist played in a given month.