I usually use
http://www.pollstar.com . it's pretty good. If you live in large cities there are usually those free papers that have music/show listings in the back (I'm in NYC and look at onion and village voice occassionally). I also check out music blogs (
http://brooklynvegan.com).
http://pitchforkmedia.com also has music news/tour dates for bands, though their reviews suck ass. If I hear a new song i like i usually check the artist site for tour dates. maybe your local college station might have show announcements also. [though i don't live in seattle i like listening to
www.kexp.org- they always announce upcoming shows].