A General response
Most people will say look at the sound professionals cmc-4's or cmc-8's, however I do not consider these cheap because they are well over $300 for the setup. Now if you are looking to go cheap and get good results you must have a battery box with bass rolloff for "loud" concerts, this is my personal opinion. Without wanting to spend tons of cash on the sound professional mics (they are out of stock indefinatly anyways) I recommend going with the low cost core sound binaurals, the low cost sp cards, or the giant squid mics. Essentially these mics are all the same as they all utilize the same panasonic capsule you can get at any radio shack. There are differences in how they sound but you will get similar results. I have run the giant squids and have had nice results at loud shows. I had sold them to Terry Watts and now he has them for sale for $50, his username is twatts. PM him if you are interested. There are some samples on my site
www.geneseo.edu/~sms21/tunes1.htm The robert randolph show was not quiet and i believe they handled it nicely. They include a battery box with bass rolloff. If your looking to start cheap I would give those a run.