Concert Venues in Sandy, UT Sandy Amphitheater Where: 1300 E 9400, Sandy, Utah - 84070 Events: 8 Sandy Promenade Where: 10000 Centennial Pkwy, Sandy, Utah - 84070 Events: 1 U of U Health Plaza at America First Field Where: 9256 S, State St., Sandy, Utah - 84070 Events: 1