In your case, I’d say custom post types are the *philosophically* correct way to go, just because the things you’re using pages for aren’t really ‘pages’. If I were doing it I’d have a ‘venue’ custom post type and an ‘event’ custom post type, and save pages for actual pages on the site—the About, Contact, etc. pages.
However! If it works for you as is, then stick with it. It doesn’t sound like you’re doing anything too hack-y, and it sounds like the admin interface will still be intuitive, so don’t worry about it and keep it as-is.
