If you have an issue with an event then you need to complain to the event organiser rather than the venue. It may be that the venue is also the event organiser, but usually the venue will have been rented specifically for the event.
If the event is rescheduled then your rights are similar to that of a cancellation. If you cannot attend the event then you can apply for a refund, once again excluding the cost of postage and booking fees.
If the agent or your booking agent is not a member of STAR, then you should contact your local Trading Standards Office. The normal route will now be via the Citizens Advice Bureau who will raise the issue for you.
As well as event cancellation, there are also other issues that you could experience, such as the event starting much later than scheduled, meaning you might have to leave before the end of the event due to booked travel.
Put simply, you are not entitled to a refund as the event took place and therefore the contract was honoured. You can still apply for a refund or a partial refund, but the promoter is not legally bound to give you a refund.
What if the headline act that you are expecting to see is changed without any prior warning? Your rights will depend on the act and the event. If you are attending a music festival with lots of musical acts, then you will not be able to claim a refund. If the event was one act, which you specifically wanted to see, then it is reasonable to apply for a refund.
If you can no longer attend the event you are not entitled to a refund. You can request a refund but it is very unlikely that you will receive one. The best course of action is to sell your tickets to friends, on Gumtree or eBay to try and recover your costs. For over booked events then you may be able to sell the tickets at a higher price than you actually paid.
If the event is cancelled what else can you do? If it is a local gig tell your friends by publishing on Facebook so as many people know as possible. You may also want to inform the local newspaper.