Concert Venues in El Cajon, CA The Magnolia Performing Arts Center Where: 210 E Main St, El Cajon, California - 92020 Events: 38 Sycuan Casino Where: 5459 Sycuan Rd, El Cajon, California - 92019 Events: 14 Shadow Mountain Community Church Where: 2100 Greenfield Dr, El Cajon, California - 92019 Events: 1