i've seen sun ra arkestra a bunch of times, though it has been years, i admit.
i'm lucky to live in the same city as the arkestra.
i've seen them in venues of various sizes, and i've heard they play to large crowds in europe. i've never seen the arkestra with sun ra at the helm. i've heard some people whisper that the band led by marshall allen is a more ebullient (if shambolic) iteration of ra's vision. where ra prohibited the arkestra from drinking/drugs, allen's band is... different. there's an apollo/dionysus nexus here.
i've seen the arkestra in venues as different as an impossibly small cafe, small pubs, to large crumbling old theater, and a church in disrepair. i've seen them at bigger venues on stage with Yo La Tengo.
amazing experiences, all of them.
one time, outside of the cafe gig, marshall allen was sitting on a little wooden deck. suddenly, his chair tipped and he fell four feet or so, but the man landed on his feet with his sax in hand. dude's 80-something year old. 80 cat years.
i went to the funeral of their trombonist (tyrone hill) and it was pretty wild. they showed a documentary about his life. he had been spending the last decade or more playing trombone in the street. images of people passing by barely noticing him. the band marched into (and through) the church playing When The Saints Come Marching In. After, I went to the bathroom and found there was only one toilet and a gentleman was already using it. As I turned to leave, he invited me to cross streams.
final anecdote: my mom is close friends with the mother of their trumpet player, Michael Ray. he is also in Kool and the Gang. when my parents decided i couldn't handle my german shepherd dog, the ray family adopted him.
forgive my ramblings, i love this band and they've provided continuity in my life.
favorite? Lanquidity - recorded in my birth year.