I've never been to one of the Dragon Quest concerts but I know they happen often, and I can say from experience video game concerts here are very very good and worth seeing. Went to the Fire Emblem anniversary concert, the Tokyo Mirage Sessions concert, a live stage performance from the Sakura Taisen cast, and the very first Zelda 25th anniversary concert and they were all amazing experiences. I would check ticket sites, or like Lawson ticket magazines for information. I always get emails from them about Dragon Quest Events coming up, and there tend to be many concerts. Same for other game concerts.
As for the live event like thing I mentioned before, sadly that was a one time thing done last summer over the course of two months as part of the 30th anniversary. And like I said before, it was absolutely incredible! Easily one of the my favorite live events (not just gaming but any live event) Ive ever been to. Its up there with the other concerts and the Sakura Taisen live show I went to in 2002, and it easily surpasses them all. The production that went into that tour was unbelievable. It was basically a live stage performance unlike any show I had ever seen. Theres some great clips of it on youtube of the rehearsals, but sadly they never released it on blu ray. Which is a shame cause its a great show well worth seeing again and again. I just hope they decide to do another show like that one day. Seeing the Dragon Quest world performed in live action the way they did it was an experience Ill never forget.