IF you go this route you wouldn't need a car if you plan to visit Philly for several days first. Hiring a car from Philly to drive yourself is an alternative and more flexible and allows to to see other places. From Philly this is also return coach service to AC. The weather in October will be ideal for NYC or Philly.
Depending on which city you fly to you should spend more dates checking out Philly or NYC than AC. I would suggest Ballys Hotel which is walking distance and has reasonable rates. Room rates are MUch, better doing it this way and you'll have a couple of days to checkout Atlantic City. You will be coming to Atlantic City off season yet the weekend of your concert is quite expensive, so my advice would be to book a hotel in AC for Thursday and Friday departing Saturday. It could be potentially less expensive airfare and there is coach service to and from New York City. Although Philadelphia is indeed the closest major city New York City is an alternative if you're interested in visiting that city. First of all what your travel plans are depends on how long you plan to stay overall in the States.
