Fans pay to hear the artist sing and/or speak, not you, so just shut up. Also, for those of you who think yelling out your favourite song will make it come up next, the artist already has a set list so just shut up. And, when you think you're being funny and you try yelling out some lame joke, you're usually not, so just shut up. Lastly, before you spout off about just showing your appreciation or just enjoying yourself, we all know you just want to hear your own voice which makes you a bit ridiculous, so just shut up!
Check out this link for some more tips on how to not be a douche-bag at the next concert you go to: http://mrose.hubpages.com/hub/15-Rules-of-Etiquette-for-Rock-Concerts