I'm not quite sure which heading this should go under, but it seems to be the closest one.
Actually, most of the non-brand-specific concert threads I've come across here are under the "Portrait and people photography" sub-forum.
That said, I agree with kimchi that low-light performance is more about the lens than the camera body.
However, a few (camera body) considerations specific to concert photography:
First, in order to take an overhead--i.e. above the heads/arms/hands of a cheering crowd--shot in *portrait* orientation (to better frame the singer, guitarist, etc.), the camera needs to have a full tilt-swivel LCD, which rules out most DSLRs.
Second, in order to take the above picture of a singer or guitarist who is free to roam the stage (as opposed to a drummer or a singer *and* guitarist who is tied to a mic stand) the camera also needs to have a fast AF in "Live View". This rules out most of the rest of the DSLRs, including the D5000 you mention above. The only bodies with adjustable LCDs that have a fast enough Live View AF that I know of are the Sony Alphas, Panasonic G series.
Third, if you don't have a press pass, getting a camera into the venue can sometimes be an issue. So a small body can be helpful. e.g:
So that would favor the Panys over the Sonys.
Plus, with an adapter, you could use your current 4/3 lenses on the Panys.
So I would recommend a Pany G1 body and 20mm f1.7 lens to start. And, since that will probably max out your budget, add a longer, fast prime of your choice--later, when you can afford it--for when you can't get up close to the stage. (In addition to the 20mm f1.7, I use a Canon 50mm f1.8 and 100mm f2 with my GH1. Let me know if you'd like to see some sample concert pics taken with them.)
HTH - Mark
P.S. If you're willing to forgo the vari-angle LCD, you might look into the Pany GF1 or possibly Oly's new E-P2; although I haven't seen any definitive tests of the E-P2's AF speed yet, and the original E-P1's AF was rather slow. Or you could see if you can get by with Canon's S90.