You ought to create a way to structure the urls of custom post types and taxonomies, and maybe even make it possible to combine the two.
You have multiple custom post types each with their own relevantly designed templates and are all relevant to each other.
Custom Post Type: Bands
Custom Post Type: Shows
Custom Post Type: Venues
Custom Post Type: Genres
You want to organize them under one section of the site that covers more than just music, so you are looking to create
Then you might have a taxonomy list to organize indoor and outdoor venues or the many different genres.
And I have a feeling it is probably already being worked on but it would obviously be a good idea for a built in option to create new custom post types and taxonomies.
I have a feeling it is probably not even thought of yet, but search options, so it will return only results from one or two or three custom post types instead of from the entire site.