The solution I believe is to directly engage the fans and include with the price of the ticket benefits that only have value for fans. For example, when purchasing a ticket the market price is $100, out of which $40 is the price of the ticket and $60 is the "anti-scalping deposit" that fans get back when purchasing from their account with the band's site. So you would get $60 back in your account that you can use to purchase items valuable for fans such as limited edition CD, merchandise or even other tickets in the future (this is a bit tricky since scalpers can automate it, but exposes them to a major risk of detection and loosing the deposit, unlike the automation of the single ticket purchase, which either works or is risk free).
Providing this service seems like a nice idea to build a company on.