As for your macro work...please remember that this discussion is about advice to a beginner, not on the merits of manual mode. There are times when you have to use manual mode, such as in astrophotography. But these are special instances. Theres simply no benefit to using manual mode generally, and to the exclusion of the auto modes.
The auto modes will only deliver the proper settings under ideal circumstances. And EC will not fix the problems you run into. If you are taking a shot from a distance on a sunny day, then yes, auto modes will work well. However, in situations where lighting is bad, the subject is small and close, any sort of artistic effect is wanted, etc., the auto modes will, more often than not, fail you.
Auto modes do not allow you to control depth of field. Try taking a picture of a flower (close up) in auto mode and you'll get a flower partially in focus and partially out of focus. EC can't fix that.
Auto modes have their place, but it's in the OPs best interest (remember, this thread started as a question, not a war about manual vs. auto) to practice in manual mode because unless his concert is well lit, he'll need to do more than exposure compensation to get a good picture (ISO is not controllable in auto mode).
My point is that auto mode is not a dirty word, as some on this forum would have you believe, but this idea that you shouldn't worry about learning how ISO, Aperture, and shutter speed control exposure and how the image looks is preposterous. Unless, of course, you don't plan to take artistic shots, which makes me wonder why one would by a DSLR if they didn't...