A bloke brought along a bongo-type drum to a concert we were playing last week. I didn't notice him during our set (thank goodness - we sing 4-part acapella) but he joined in with the set following us and irritated much of the audience.
This seems to me like the ultimate no-no. Just about acceptable at a session, but not at a concert.
Here in Brittany people always get up to dance during concerts if there is a suitable tune or song. I think the performers would be offended if people DIDN'T dance.