Depends on the size of the venue probably. I usually visit small events so my natural expression is "a gig".
i have a friend and he calls when his band played, a "concerts" when they were in tiny venu... it really gets on my nerves and kept correcting him, its a "gig" unless its like a staduim fula people! Argh!
A concert is something a 12 year old goes too, someone like robbie williams or the back street boyz. A gig is where they actually play their own instruments & write their own songs & play LIVE.