You’re better off saying something, but blame it on logistics.
When he says, “I have an extra ticket to Metallica Tuesday night,” say, “Ahh I have an LSAT class Tuesday—want to get dinner Wednesday instead?” That way you nix the concert AND switch to a better venue, and he thinks it’s just a scheduling issue.
Or if his invitation is locale-specific (i.e., he tells you he’s been dying to check out a new comedy club), tell him that part of town’s no good for you. Say something like, “It takes me forever to get through Georgetown after work/I really hate switching at Metro Center after 5—want to get a drink at Domaso in Rosslyn instead?”
The key is to replace his suggestion with concrete plans. If you just tell him you can’t do the Metallica concert on Wednesday, he might suggest a cover band on Thursday, and if you’re trying to avoid live music, you’re still in the same position.