Ah, the beauty of the open web... Last.fm has benefited as much as anyone in the proliferation of sites that leverage their APIs. Yesterday I talked about Last.tv, and today I added another one to my sidebar. AllCrazyStyle.com is simple, but useful for live music fans. It looks at who you listen to (from Last.fm) and which of those artists are playing in your area (from Upcoming.org) and returns a feed of matches. Yeah, Last.fm has added events recently too, but it doesn't yet appear to be exposed as a feed. So until that time, AllCrazyStyle seems to fit my bill.
I've then taken that feed an added it to my AOL Alerts - now any change to the feed will send an alert to my both via AIM and SMS.