Well, since I'm one of those that "hops" a plane to see Com. Ro. I'll tell you what I have done to make that happen.
First off, yes, I have frequent flier miles. My next plane ticket will be a free one, so I'm trying to plan a trip to see multiple shows as opposed to just one (this depends on what gets scheduled when of course).
Second, I fly whatever's cheapest sometimes. Yes, I prefer the airline with my FFM, but if I find a fare for $100 I take it (even if it leaves at 6 am which is what I ended up doing for Oakland). I also have friends in the "biz" who watch airfares for me from Denver since Denver is one of the more expensive ones to fly out of.
Third, I will take flights that are earlier in the day than I like to hopefully get "bumped" and still get in on the day I need. Then you can get more free airline tickets. (This hasn't happened to me in a while,lol)
Fourth, I only go see concerts where I have a friend that lives nearby who I can stay with. Avoids hotel and car costs. Meaning that a trip to see the band only involves airfare, food, and concert tix. This would be why I was able to go to the LA living room show for Kerry, the east coast gigs, and the MO gigs.
Fifth, I have a decent job which makes good money. Not stellar, but enough that I have some "mad" money from time to time. I choose NOT to go bar hopping on the weekend or to spend lots of money on household toys, clothes, furniture that I don't really NEED, etc...so I can save enough money for a trip every 2-3 months. I don't go buying CDs (except those I REALLY want, most of which aren't store finds), DVDs, electronic toys, etc... Besides, most of my good friends live out of state. I spend money on phone bills (but I have that down to a science to spend less on it), but I don't go out with many girlfriends shopping or for lunch around my hometown much. Save that $40-50 a week on little things, and the amount for a trip comes much faster.
I make attempts to combine trips when I can, such as veterinary conferences for continuing education in Vegas with a side trip to LA for a few days by car. Sometimes it's just blind luck that things happen in close enough proximity for me to combine them in one trip.
I don't take my "3 weeks" vacation time from work all at once. I take multiple 3 day trips and try to schedule them around my days off. Or I can switch days with someone else so that I'm not missing much work.
I also don't have a husband or kids to contend with, it's just me, so I have extra money (and a more flexible schedule) in that regard as well.
I'm quite practiced in following bands that I enjoy. I've been doing it for 17 years now. That and Science Fiction conventions (well, the last 1 1/2 years Buffy too because my friends like the Buffy ones). I take trips for those as well. I've learned over the years how to make the most of the travelling around.
I admit that doing the convention thing in addition to my concert trips has strained the pocketbook a bit. Hence why I might only take a trip for a convention once a year now, but the concert trips will continue every 2-3 months. Sometimes more often if it's reasonable for me to do so. I'd much rather do the concerts than do a convention, although the conventions have been fun.
Hope that explains things a bit.