Is there a website somewhere that maintains a list of all the upcoming concerts at the various local venues be it the Octagon/Arena/Leadmill etc.? Or is it necessary to check each one independently?

There is Sheffield Scene, which has an event calendar

http://www.sheffieldscene.co.uk/cgi-bin/suite/calendar/calendar.cgi

but i tend to have the separate venues bookmarked and go to them.

:-)

I find this link useful...

http://www.ents24.com/web/whatson/music/sheffield.html

http://www.nme.com/gigs

& search for sheffield. pretty complete, tho there are a few things that pass 'em by.

The best 2 music websites in sheffield for bands and gigs are
www.l2sb.co.uk
www.soundaloud.com

bit hit and miss...

http://www.unsignedsheffield.tk/