As a Wash U student, the Pageant, a concert venue on the Delmar Loop is my stomping ground. I have probably been to over 30 shows there. The Pageant was built in 2000 by Joe Edwards and anchors the East Loop (Delmar east of Skinker), which had previously been abandoned.
The venue itself seats about 2,000 and until the re-opening of the Peabody Opera House was the only mid-sized venue in the region. Thus acts that normally would play at a 5,000 seat venue, but are not quite popular enough to play at the 12,000 seat Chaefetz Arena or Scottrade Center would play at the Pageant. Thus, a large percentage of the shows at the Pageant sell out fast.
There are routinely 3-4 concerts a week at the Pageant in a variety of genres including pop, metal, country, rap, electronic and comedy. Thus everyone in St. Louis who likes concerts has probably been to the Pageant at some point in their life.
One interesting feature about the Pageant is their separation of the under-21 crowd and the over 21 crowd. Apparently the State of Missouri has laws that require minors to be physically separated from alcohol sales thus parts of the Pageant (including the entire balcony) are strictly off-limits to patrons under 21. For many shows with a large under-21 crowd, the area for minors is very crowded while the area for those over-21 is very open. I have never seen this arrangement done anywhere else.
Adjacent to the Pageant is the Halo Bar, which is a fun place to go before a show or between sets. They have foursquare specials for free tickets!