Advice for young kids for show/festival... anyone have experience?

It looks like we will be travelling to Europe next summer and looking at either seeing a show in Frankfurt, Copenhagen or Paris Lollapalooza. Has anyone taken young kids to shows or festivals? Likely if we did paris we wouldn't go for that long before PJ, but certainly stay until they are done. I worry about the heat, the crowds, visibility/engagement for them at the festival. My kids will be 6.5 and 3.5 years old. Which would you recommend? Perhaps neither? Any advice would be great. Both kids like music and will listen to PJ with me. 

Thanks
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