Remember the Haruhi live concert? Well, Kodansha has decided to up the stakes when it came to doing a live show for Lucky Star. On March 29th, they'll be doing the live show at the Nippon Budokan, one of the largest and most famous concert halls in Japan. Just to give an idea of what you're dealing with, the Budokan hosts about 10,000 seats compared to the 2,500 or so the Haruhi concert could seat at Sonic City.
Canned Dogs has a list of all the performers that will be in the show. Curiously, no one is listed as playing Miyuki. Why she's missing is a point of contention. Some are suggesting that it's because of how busy Miyuki's voice actress is that she probably won't be able to make the show.
If you just happen to be in Japan at that time, and are just dying to go, be sure to get a room at the Hotel Grand Palace -- the rooms are cheap, and it's just across the street from the Budokan. Plus, there are convenience stores nearby where you can order your tickets. That's my hotel of choice in Tokyo.