DIY Photography has an article about concert photography. One of the people commenting on this article mentions the rules change when you’re in a smaller venue and I agree.
When I’ve had the chance to shoot shows with small, independent bands, I like to play around with the flash. Particularly, for more vivacious acts, I like to fire off a flash burst combined with a longer shutter speed. The Flash gives definition to the subject, but the longer exposure catches a lot of the ambient light – those stage lights don’t go to waste. When the band is especially energetic, you can often get interesting streaking in the photos. It captures a lot of movement and truly conveys the vitality of the show. This can also sometimes have the benefit of allowing you to work with lower ISO settings or slower lenses without having to worry about blur.
All this makes me wish I was back in a country where I could see some bands play. I miss rock.