You can wear pretty much anything to a rock concert nowadays. I've seen preppy styles and hippies at punk shows. I've seen the most elaborate outfits and really casual jeans and t shirts on the same night. Rock music has become so hybridized and eclectic that no one will give you a hard time about how you look. I realize that this sounds like a no-brainer, but in the past there were specific looks for different kinds of rock, and only a particularly brave soul would dare to stand out. The only exception is if the concert is held at a club with a dress code policy.
Practical advice if the concert venue is crowded and without seating: Others have covered the topic of comfortable, resilient shoes, but I would also advise not to wear highly flammable fabrics, as you'll be in close vicinity with smokers. Don't carry a heavy bag, especially a one-shoulder bag, as your back and shoulders will ache. No dangly earrings or spiky jewellery if you plan to go anywhere near a moshpit; this is for others' consideration as well as yours. Lastly, dress lightly because it usually gets hot, even if the place has a good ventilation system. If it's during the winter and you need to wear a coat to get to the venue, don't wear your favorite coat, especially if it's an expensive brand. Lots of places don't have coat rooms, so you'll have to find a corner or bench to leave your coat, and theft has been known to occur.
) and wear nothing that could be "grasped" in the pit!
My last concert was José Gonzales, and I just put on jeans and a tee as it was a small and intimate (=hot and humid, apparently) concert. My next concert is N*E*R*D 
I have no idea what to wear. It's in December in a club with black-painted walls, floor and ceiling, it pretty much looks like a drug den. Love it to death, but don't know what to wear anyway...
But this isn't a rock concert, it's in a club, so that whole tee-jeans-sneakers isn't really neccessary as for comfort.
