Hm. Well, when I went to go see X Japan at The Wiltern last November I wore this ((I also wore this at the Hollywood PV shoot [with slight alteration] & I wore this at the "Born To Be Free" shoot during Anime Expo 2010)) - -
The top: A home sewn yukata ((that my old friend made for me)) & white hoodie underneath ((Cotton material))
Pants: ((The dreaded)) Skinny jeans, stockings ((double layered. Black base first + striped ones second)) & regular socks
Shoes: Converse
Accessories: Mask ((Cotton material. Bought it at Anime Expo four months prior)), headphones ((Ehehe. I "borrowed" them from my boyfriend)) & hairband
Personally. . . um, I wear the yukata a lot just because on the back of it, my friend wrote the kanji for "Kurenai" on the back as a representation of X Japan & myself (("Kurenai" being my favorite song & my pen name)). But, back on topic, I'd go with what Ashura said. Go with the band's overall theme.
EDIT: Look at these dudes from the X Japan concert at The Wiltern. They've dressed up by overall theme ((and in some cases cosplay))