Simple search using two categories
Use the relatedTo method and pass an array using the and parameter.

 {% set venueEventType = craft.request.getParam('catVenueEventType') %}
 {% set venueEventSize = craft.request.getParam('catVenueEventSize') %}

 {% set entries = craft.entries.section('venues').relatedTo(['and', venueEventType, venueEventSize]) %}