A lot of places over here, especially the more known, upper end halls in Dublin for example, have a no-camera policy. But I have taken a dslr plus small lens in to shows. Once you are discreet, and don't bother anyone, don't use flash!! don't use a large lens ... you should be fine. though there's always that risk an usher will spot and come for you. In that case, put it away with no fuss and they'll leave you alone. It's not the cold war or anything, they can't punish you for it.
Think 50mm prime, go wide on aperture and high on ISO [for the lighting] and take the shots when the performance is at it's loudest, during music sections - to avoid that embarrassing "click/slap" of a dslr when all goes quiet. And you will have much cropping later. that's really your best chance of not being noticed.