I've gone to Macca and Roger Waters at Yankee Stadium (the only time I'll go there, probably), and had a great time at both.
Yeah, saw Roger Waters at Wrigley myself. Wrigley is kind of a dump despite its historic status. The show was awesome and the sound was better than I expected, fortunately. I'd rather see more shows at soldier or another outdoor venue more accessible than Wrigleyville, but I'd probably go to another show there if it was the right act.
Whoa, sorry to go off topic, but saw that you're from Roscoe. I grew up in Rockton.