The Art of Clean tone on High Gain

When your playing at really high gain settings you have to employ loadsa methods to keep yer sound clean, like palm muting idle strings and protecting other strings when bending etc. What I want to know is how different it will be playing at different volumes.
For example, Ive got the vid of Slash playing his Novmeber Rain solo at the MTV music awards, the first thing I noticed was the amount of nasty unwanted dirty noises coming from his guitar! Listen to the same solo at arena volume and its perfectly clean. Is that because as you go louder you can start turning down the gain as the sheer volume creates the tone(gain) its self.
I wana no because I play with my marshall valvestate at full gain settings and it takes great concentration and care to get a great sound. Would it be easier at concert volume?

I think you're getting into an area that is discussed fairly thoroughly on the Amptone webpages.

What you heard on MTV was mostly pre-amp distortion, and because of the high gain in the input stage, everything sensed by the pickups came out loud. If Slash had used a lower-power tube amp, the power stage could have been driven into the 'sweet spot' without having to rely on a high-gain preamp stage for distortion. This is the problem that got Master Volume type amps such a bad reputation.

I did some work earlier this year on a 5-Watt tube amp I called the WeeBeastie. It sounds great, but I still have to shake out some bugs so that I can maintain the tone I want while adjusting the power level.

There lies the moral dilemma. I hate the constant overuse of effects by players, dont get me started on people who stand there tapping different re-set tones of there fave tunes!! I like just the good old marshall and seymour duncan combination, I have to LPs. So to get my tone I have to really work hard. Is it not a bit of a cop out achieving the tone without the hard work? Or is it merely a way of emulating the tone till you get an areana volume gig??!?! lol