> there's always the feeling of missing out on something a couple hours away.
Yeah, I've certainly had that feeling many times. :-)
But I do think there's a categorical difference: in several US cities (I use St. Pete as an example, as it has had a beautiful explosion of live music in the past few years), it's possible to see Blues, Rock, Country, Hip-hop, Bluegrass, Jazz and a Grateful Dead cover band all within walking or cycling distance. I've looked high and low in Berlin, Amsterdam, Paris, Copenhagen, Madrid, Barcelona, Naples, and while I've seen some good music here an there, I haven't been able to connect quite as tightly.
Now Glasgow, that place is amazing. You can see righteous pub trad, which runs the gammut of sounds from classical to bluegrass, in like four different places every night. It's incredible.
Am I looking in the wrong places?
It's not merely an academic question: I'll be planning my next Europe tour soon, and the venues we might play / bands for whom we might open in Prague are pretty obvious. But elsewhere, we kinda just have to plan our own events for the most part.