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Oh, the Goth thing. That always looks fantastic.
I think "gig" is a matter of size.
If a rock band play at Wembley, or the O2, that's a concert. If they play at the Camden Roundhouse, or the Brighton Green Door Store, it's a gig.
And if a classical performance is at The Barbican, or the Royal Festival Hall, it's a concert. If it's at the Wigmore Hall, it's a gig.
:o)