I work in a building located in AS. I recommend carrying to the show. The parking lot in AS is huge and very poorly lit at night. Definitely pay $10 for parking in AS. I do not recommend parking outside of AS on the street as the adjacent neighborhood has had quite a bit of crime in the last two years. I have been to the last 4-5 Cirque shows in Atlanta and none of them have had security (searches or wands) that I could remember. Enjoy. I'm checking out the show this weekend.
Atlantic Station is one place during the day but completely different at night - especially on the weekends.....I always carry there but, then again, I always carry everywhere (everywhere it is legal, of course).