Steve,
If you have a digital camera shooting is pretty much free. Maybe you could play with aperture, shutter speed and ISO settings and view the results any changes make on your pc. I think that practical demonstrations are much better than theory and paperwork

Personally I almost always go for a cursor in the middle of the scale exposure or even better if possible expose to the right and then back it off a bit in post capture processing. I personally don't use any "Sunny 16" type rules or memorised or guessed settings if I can meter and go from there
In your place, shooting bands, I'd almost certainly start with Aperture priority (I tend to think in aperture priority and use it most of the time) and keep an eye on the ISO and shutter speed. I don't know what lens you are using but generally speaking if shooting hand held with available light the longer the lens the faster you'll want the shutter speed to be. I'll be happiest when shooting with a shutter speed much faster than the focal length of the lens. For example if using a 50mm lens I'll be happiest if I can keep my shutter speed over 1/100 sec, twice the 50mm focal length. If the shutter speed drops to 1/50 or slower I'd expect my keeper rate to drop and my reject rate to rise. Slow shutter speeds may be do-able but expect rejects, for example I once got a great shot with a 20mm lens and a 1 second shutter speed but I wouldn't bet on being able to do it again, if ever

With a longer lens like an 85mm I'd want an even faster shutter speed than I'd want with a 50mm. Gettit??

Shoot with a tripod and you'll avoid camera shake and "all" you'll need is a shutter speed fast enough to capture the action without too much blur. Shoot with flash and the game changes again.
ISO is pretty easy, the lower the better unless you're aiming for characterful grain. What I do is try and get the aperture and shutter speed I'm happy with at the lowest possible ISO but I'll increase the ISO so that I can (hopefully) use the aperture and shutter speed I'm happy with.
Anyway, starting with aperture but keeping an eye on shutter speed and ISO I'd dial in a good compromise and get on with it. Sometimes the widest of apertures need to be used but distance increases DoF so hopefully it wont be too much of an issue. If you think that your settings are right on the limit of what'll get you a keeper try and take more than one shot.
Here's an extreme shot for my camera. Not a band on stage, just a fishing shot from Kazakhstan. It's 50mm, f1.4, 1/30 second and ISO 3200 (and I was off my head on vodka.) Here non of the settings are ideal... with a 50mm lens I'd really not want to shoot as slow as 1/30 sec, f1.4 gives shallow DoF when this close to the subject and ISO 3200 can give noise... I was pushing things to the limit but managed to get a useable shot. Just goes to show that a shot is worth taking even if settings are on the limit and you think it might be a reject.