Some of the hardest, well focused photos to get usually occur in low light situations such as concerts, theatre and indoor sports. It can be challenging to do, as you may not be allowed to use flash, and if you are, you may be too far away for it to matter. You must also concentrate on focusing on rapidly moving people and using telephoto or zoom lenses to bring you closer to your subjects. You will usually have to use a fast ISO speed film or camera setting such as 400, 800 or 1600. You will need to find a good position to shoot from and remember people behind you have paid to get in, so you may have to kneel down.
For a digital camera you need to set your white balance appropriately and keep your camera steady. It's also a good idea to shoot in high resolution mode and crop the photos later. Try to zoom in as close as you can to the subjects. A good lens to have is a 70-200mm 2.8 aperture model. Its wide aperture at the long end is ideal for close up shots and background blur. Only take along the necessary equipment such as meters, lenses and flash as you don't want to spend your time fumbling around your bag and you don't want to weigh yourself down.
Remember to follow the venues rules about photography if you want to take shots at a concert or other large event.