Not all bad experiences are the same.
If you are at home and you start watching a TV show that you ultimately don't enjoy it's nothing to change the channel.
Compare that to a bad experience at a live performance venue, museum or art gallery. If it goes wrong you have lost a lot. Time, money, perhaps a bit of credibility with the guest that came to the event with you.
There is a lot on the line.
That's why I believe you can't talk about marketing these sorts of artistic experiences without talking about fear.
For example, at my day job we are preparing to market a Greek Tragedy. You can't start marketing that type of work with first acknowledging that people may be a bit freaked out by the idea of seeing it.
Perhaps they are worried that they can't understand it.
Maybe everything they have heard about Greek Tragedy makes it sound awful.
Those are real problems.
Most art have some real problems that separate them from potential audience.
It's my job and YOUR job to get people through that fear barrier. It starts by acknowledging it and respecting it. Then you can use all the marketing tools at your disposal (direct mail, web, email, etc.) to start SLOWLY moving people that barrier and into your venue.