There is a lot of useful information in this article about taking photos of concerts, including about breaking into doing it professionally. My advice is that if you want to do it it’s easy with modern digital cameras. Call ahead to see if they’ll let you bring in an SLR, and if so you’re set (crank that exposure compensation waaaaay down). But be aware that having a camera slung over your shoulder is going to impact how you enjoy the show. If it’s a band I love, I stick a compact in my pocket that I can ignore 95% of the time. I snap a few pictures here and there, and it all works out. It’s about figuring out how much you want to be “person” and how much you want to be “photographer,” because the two are slightly different things.