I saw and heard the Lord of the Rings music played in concert, but unfortunately Howard Shore wasn't directing, but Billy Boyd (Pippin) WAS there, and HE SANG THE SONG OFF RETURN OF THE KING! It was very exciting, and he sounded totally magical and beautiful. The song was absolutely perfect for the movie, and he was amazing performing it. I actually got to see him pretty close, because he and the director did a Q and A before the concert, which was a lot of fun. I learned that Howard Shore composed some of the LOTR symphony in Pittsburgh, where the concert was. Besides the fact that I was pretty much as high up as you could go, and I'm very afraid of heights it was a magical, perfect experience. There is another symphony in Cleveland in February I believe, but I'm not sure if someone involved in LOTR will be there or not. Hopefully they will, even if I don't have the money to attend again.
As to the other question, you can probably tell that I love LOTR music. Aniron, the song in elvish is my favorite.
P.S. The person they had singing Into the West at the Symphony was much better than the one on the CD. She was amazing.