I wouldn't say the Tinybox is A LOT larger than the Ugly. Maybe twice as big...but I guess all of this depends on your opinion of "a lot."
The Tinybox does not have infinite gain adjustment. You have 3 choices (low, med, high). I don't recall the exact amount of gain for each setting, but I have ALWAYS used the Med setting without issue. I just set it to medium and make adjustments on my recorder. I would consider most of the shows I've been to with it as average loudness for a concert. Never ear splitting, but I would assume you could change the gain to low if required.