people say this is the "unwritten rule" to not wear the bands shirt, but i dont really care. i dont really do it, but i have done it, especially if its a festival show, to let people know who im really there to see, especially if crappy headliners are getting all the exposure!
when i go to shows, i usually like to wear a shirt of a band of another genre, because when everyone has punk/poppunk/emo band shirts, i like sporting a bob dylan shirt.