1) Fast lenses definitely will help.. Bring a 50mm 1.7/1.4 with you and if you can get close, this is the best lens for it.
2) up to ISO 800 is alright.. anything over that, it might be a better idea to shoot black and white...
3) shoot RAW, it gives you more flexibility during post-processing
4) experiment with slow-sync flash - it gives you some artistic shots.
5) if you have a 70-200mm f2.8, that is great! otherwise get your highest aperture zoom lens if you cannot get close enough to the stage.
6) learn good timing! Be on your toes all the time.
7) know when to use spot metering.. useful when there are strobe lights or spotlights.
shoot as many as your CF card allows you to.