One easy solution if you find concerts to be too loud and you don't want to use ear protection... don't go. Don't want to sound like a dick. Just saying. I agree that a lot of them are probably way too loud. Personally, I've stood next to one (or 20) too many speaker stacks. Now, I never go to a show without ear plugs. I've never had a problem with them.
Plus, to me, the sound (albeit a major one) is only one aspect of the show. There's the visuals and the atmosphere. Watching a live show can be an absolutely awesome experience. And, it's something I've already been able to share with me 4-year old (3, at the time) daughter. My wife and I took her to see TSO last December. And, she sat there with her big hot pink earphones on totally entranced with the show. Her first question when the band started their first song... "Daddy, is this The Beatles?" Classic!