As always, sharp focus, no camera shake, and decent exposure are the goals. How to achieve this is a bit tricky. Large venues often have near-solar intensity stage lighting, allowing available light photos to be taken with almost any camera or lens. More often than not in smaller venues, you will be dealing with dim, but dramatic, light on the performers, and a dark background. You'll need partial or spot metering of the performers, fast ISO (400+, digital or film), and your fastest lens wide open (2.8 or higher, preferably, but if you don't have superfast glass, crank the ISO up to 800-3200 ISO) to take advantage of it. If your camera does not support spot or partial metering, you can zoom in on the performers face and take a reading, or you can take a guess and under-expose by a stop or two, then check the histogram and adjust accordingly. And depending on the sophistication of your camera's metering systems, you may be able to get away with a program or automatic mode, though spotlights behind the stage often confuse the camera.