The running joke in my job for years was that we could so anything we wanted so long as we were not late and didn't ask for NYE off. So I worked. 17 hours, did the ballon drop (from the cealing, so I didn't even get to see them fall), and did the Greyboy Allstars and George Clinton and the P-Funk Allstars. Great time, my GF came, and it lasted a long time, got ofut of there at 4am.
On the rare occasions where I do not work, I stay home, NYE is amatuer night. Everything is way too expensive, its a 'see what the market will bear' kind of deal.
When I was young I went to see the Grateful Dead every NYE, seeing a bunch before 1980, and seeing every one from 79-89. That was a good time, I do miss that.