Re: Vacation advice wanted
It all depends on what you guys enjoy. Looking for someplace to relax, pehaps hit a spa, play some golf? Belterra casino in southern Indiana would make a nice stop on your way into Cincy for the concert. Looking for spills and thrills? Kings Island or Cedar point offers those up in spades. Want the big city life, shopping and world class eating, Chicago will suite your fancy. Perhaps combine a bit of both.
You could always spend a few days at the Greenbrier in West Virginia if you have the coin to afford such a place, then work back to Cincy. Nashville's just down the road, and is a fun city to visit, especially if you like country music. Or head over to the Tennessee mountains and hit up Gatlenburg for a few days. A lot is going to depend on how far you're willing to drive (I assume) or fly.
Assuming you still live in Indy, Chicago seems like a close enough trip that you could head up there any weekend on a whim if desired. If it were me, I'd be looking heading down to Nashville or over to the mountains in Gatlenburg, but that's my taste if I had a few days in the middle of the week.