I don't think Furthur would even come close to selling enough tickets to make the Gorge worth it. (To them anyway).
or State Bridge up along the Colorado River. +/-700 capacity. DSO, RR Earth, Stringdusters played there the past couple of years. Very cool place.
Or the Ford Amphitheater in Vail. Yeah, yeah, yeah, I hear you all laughing. 2500 capacity. Mule played there last summer. Dylan has played there. Beautiful venue.