Concert Venues in St Petersburg Jannus Live Where: 200 First Ave N, St. Petersburg, Florida - 33701 Events: 22 Mahaffey Theater At The Duke Energy Center for the Arts Where: 400 First Street South, St. Petersburg, Florida - 33701 Events: 20 Vinoy Park Where: 701 Bayshore Drive, St. Petersburg, Florida - 33705 Events: 6 Ferg's Sports Bar Where: 1320 Central Ave, St. Petersburg, Florida - 33705 Events: 1