We have played a couple of shows this size. The sound company doesn't just do the huge PA (usually some J arrays hanging off of the stage rigging, and a huge amount of sub cabinets, but they provide the entire stage, side fills, stage monitors, a huge generator to run it all off of, and so much more. This costs thousands a day, but it's the only way to do a bigger event like that.
All of the non-equipment parts of the show are what will get you as well. Make sure you talk to the fire marshall. That position has really caused some headaches for us in the past, at both small and really large shows. Spaces are only permitted to have a certain number of people, stages have to be X amount of feet from the sides of buildings, and doorways need to be way more clear of debris than you could possibly expect. Money is sometimes the only way around it if you can't work out a particular problem. Things that make money, cost money, so be prepared.
Wes