Richmond, or Burnaby, but both those places might be too close and hotels could still be way expensive. I would look for a hotel or an Air bnb somewhere like Squamish. We love Squamish...it is on the sea to sky highway...one of the most beautiful drives every. And far enough away that prices may be a lot better. Will probably take close to an hour to get to Rogers Arena.
So many cool hikes to waterfalls in that area too. You could go as far up as Whistler, but you are right at the beginning of the ski season, so will probably also be expensive up there. So much to see and do. I am jealous...not for the concert...but I just love that part of the world.