One important piece of concert etiquette which I learned very quickly was not to leave my seat during a performance except between songs, sets, etc. The ideal time is just at the end of the applause or, perhaps, during the last moments of same.

At a more formal concert, I will usually wait until the interval if possible as I don't have quite the same thirst as in my younger days.

However, I never cesae to be amazed at the odd times people choose to leave their seats and/or re-enter. I've noticed, for instance, that it's not uncommon to get up once a performer(s) actually starts a new song. The only reason I can think of there is that he/she might feel that it would have been rude to move while the singer/musician/band were talking or doing their introductions etc. However, that seems a particularly inappropriate time to me.

Of course, in cases of urgency, it may be necessary to leave while a song etc is progress but this isn't usually the case.