Somewhat famously, Iron Maiden frontman Bruce Dickinson is an Airline Transport Pilot with a type rating in the 747, enabling him to fly his band's own plane.
I can't imagine flying a 747 for 10-12 hours (from the UK to Brazil), getting off, doing a 3 hour concert, then getting back on the plane and flying to your next gig. Even with a day or two off, that's an insanely hard schedule.
Props to him though, like you said, he claims the band saved a ton of money doing it that way.