I've been to shows all over the country for the past 20 years and it all depends on the venue. Obviously the hords of fans attending these shows carry a reputation of drug use and if they are looking to arrest people it is like shooting fish in a barrel.
Personally the route I take is to wait until I see how things develop. Wait to see what other people are doing to see if things will be cool, but in the end I always try to keep a low profile. It isn't worth getting kicked out, and certainly not worth getting arrested.
Walk me out in the cold rain and snow.