Tucson's Calexico, a Western- and Latin-tinged rock act that's arguably the biggest indie band in the state, plays Phoenix only every few years. When they do, though, they go all out, as evidenced by their April concert at Heritage Square. The show was promoted by Stateside Presents and Chris Bianco, proprietor of the famous pizzeria next to the wooden structure that sheltered the crowd. Everything from the candle-lit merch tables to the high-end beer to the gorgeous custom tapestry behind the stage was first-class, and Calexico, along with their opener, a classic Latin Big Band called Sergio Mendoza y la Orkestra, put on a magical show. After a night like that, it's a shame we don't see more of Calexico, and more shows at Heritage Square, probably the most beautiful outdoor concert space in town.