If you're gonna go with a film camera, get fast film, and use your fastest lens (assuming you're using an SLR). Try to avoid using flash if you can, unless you want a particular effect.
I shot a band in pretty crappy lighting conditions -- went with Fuji NPZ-800, rated in the camera at ISO3200 and push-processed two stops. Shot with a Canon 50mm f/1.4 EF lens, between f/1.4 and f/2.8 @ 1/45-1/90th shutter speeds. Came out okie, but the lens gets a little soft when it's that far open:
Expect grain. Possibly expect some trouble focusing in low light.
Search on Idjiit and huckedup16's band photography threads, lots of great tips there.