Suzyque,
Your ex-husband is being a friend and not a parent.
You need to get on the same page with each other - that means compromise and going to parenting classes so that you don't end up grandparents within the next year.
Don't bad mouth your ex-husband.
Ask your daughter WHY she feels these things are acceptable.
Your ex-husband and you need to have a serious discussion and if means an arbitrator from the courts need to be there - so be it.
Sixteen is not too young for concerts - although - if the 16 year old is immature, then yes, it's too young. I was going to concerts as a freshman in high school. However, I was a responsible teen who didn't want to lose my parents trust. I knew one mistake could take it all away.
You need to communicate with your daughter. You need to model the behavior you expect from her. Tell her what you expect and your hopes for her...however...keep in mind that YOUR hopes may not be HER hopes. You need to know what your daughter wants out of life and how she plans on getting there.
Right now - all of this is fun for her. It's like the breaking the rules. Unfortunately, one day it will backfire...it could be that she might end up pregnant or raped. She's not being taught responsibility or how to be careful by your ex-husband. It's all fun and games.
I would STRONGLY suggest that you get into counseling with your daughter. Find a therapist that works with adolescents and make sure you are ALL on the same page with what you expect to happen with the counseling...you aren't there to be your daughter's best friend. You are there to guide and lead her...be her mentor. But you NEED to learn to communicate with each other...
Good luck!