Never done gig photography Lou, however what annoys me is most gigs say no photography and they let people in with 8mp cameras on their phones. Or a slim point and shoot is allowed as well as they can be concealed easily, if they do let you in a tripod at a standing gig with other people about i would say is a complete non-starter/ Imagine the crowd surging, someone trips over the leg of the tripod and everyone follows and your camera is at the bottom of the pile. Elf and safety will stop that one at a guess, hand held unless you can get there early and real near the front you will need a decent zoom and high ISO setting but be prepared for noise dependant on your camera perormance. I can do around ISO 2000 before mine gets noisy some cameras its ISO800 you will need this to get a decent shutter speed in the dark conditions. Be prepared to spot meter the subject as the camera will compensate for the dark conditions and your images will be under-exposed.
Maybe RM will add to what i have said, but my guess is a large gig like Lily Allen will be a tough one!