You're giving good entertainment value for money. You're helping support a local club (an endangered species) by ensuring they can stay in profit on your night, or at least not lose out - which then means they can perhaps afford to book a professional sooner than they otherwise would. Folded clubs (for lack of funds) are no good to ANYone, least of all the professionals.

This nourishes the whole scene. What's to feel guilty about?

Anyway, I think the two categories are not necessarily mutually exclusive. Sometimes people (or some people) just want to go for a fun night out, and will enjoy whatever's on the menu. But those who particularly want to see So And So The Star are going to turn up for that particular gig. It can be argued that you're helping to fuel the engine they run on.

Anyway, don't stop.