Old post but thought I'd add anyhow
There's lots of technique involved in these conditions, and no one ever seems to mention it. Yes fast glass is number 1 (canon or nikon 50mm f1.8 is a life save on a budget, believe)
The Sniper technique (aka the 'Leon' technique I call it)
When taking the shot, breathe out when shooting to make sure you aren't shaking and your muscles are relaxed. It's like human VR. This will really get you more keepers. I sometimes forget this and also find it a little embarrasing if people notice, then I remember and I get 'the' shots.
Manually focus where you think the artist will be at a point, easy in small clubs. This is a great technique across all photography, use if for rally shots to.
Follow the motion of the artist and catch him at the slowest point of movement. Even if he jumps, the top of the jump will be best.
Expose for a light behind the artist for arty shots, not too many mind.
Use any lightsource to quicken your shutter speed. Get it in frame artistically. Even a small spotlight in frame can look great. look up the rule of thirds.
Use manual shutter speed if you use flash. Don't be afraid of it. If you use arpeture priority it will change every second. If you use this time with the stage lights. If manual, set exposure for the backround, then add flash. (adjust arepture if too bright/dim) If you are in small gigs they don't mind most of the time. I've shot 30 bands this month and all the focus was on getting the photos and saying Hi afterwards, not one crossed word. Concerts and gigs are different.
I started with a canon 350d, and had some ok shots at iso 1600. I can't deny moving to nikon d700 has improved my stuff in challenging conditions, but not all my photos are better for it. Work with the camera limitations and don't fall for the hype. I've seen people with a nikon d40 blow my stuff out of the water.
Finally, Shoot raw. If you don't like photoshop, get lightroom so you spend more time shooting and not processing.
Paul
www.500px.com/paulscottthomasphotography
www.fluidr.com/photos/luddite1979