If you have the funds it's more than fine and you'll have the best memory of your show, but if you're already suffering for ticket prices I guess that spending another 40 bucks isn't your cup of tea completely
CDs can't be pressed quick enough to be ready at show end. When artists sell CDs of their shows, they include the full concert up to 20 mins or so prior to the end, and they later provide a download link for that final songs. I would prefer to get the whole thing directly, although CDs probably do have a better sound quality than the MP3s contained on the USB stick.
and another thought, away from prying eyes, it is a major, major blow to the inner circle and what they have been trading for years - they are very pissed off.