Most recently, I've seen Paramore headline:
2012: Terminal 5 (3500 capacity, not sold out)
2011: Penn's Landing (10,000 capacity, not sold out)
2009: Hammerstein (4000 capacity, sold out)
2008: Convention Hall (4000 capacity, sold out)
2007: Starland (2500 capacity, sold out)
2007: Knitting Factory (400 capacity, sold out)
I've seen them a few times in other capacities like festivals, but those are their four most recent US headline tours.
They make a LOT more money overseas playing to thousands (and sometimes tens of thousands), and Hayley also makes a good amount independent of what the band makes. She's also probably a lot smarter with her money than a lot of other acts.