If it were me, I'd use faster film than 400. Something like 1600 or maybe 800. Those nice grainy shots of bands always look fabulous. But the band I'm doing photos for at the moment really likes that grainy look so I might be a bit biased there. Depends on the type of group it is as well I guess.
I wouldn't use the flash on the camera, it's probably not powerful enough. If you can get a nice external flash you'll never regret it. They're expensive but well worth the money in my opinion.
If you do have an external flash, try tilting the flash on different angles. That way you can avoid yukky heavy shadows behind the band members. You can even try bouncing the flash off the ceiling or a wall for a softer look.