Photographing live music is a difficult but rewarding genre and can require a masterful understanding of settings to get the best images. If you can use speedlights, however, you not only gain more control over the results, but it allows for greater creativity too.
My first attempt at live music photography was at a tiny, underground venue in London. A friend of mine and his band were playing and I wanted to go and take some pictures while I watched. The set was only about 20 minutes, but it taught me more about live music photography than anything I could have read. The venue was extremely dark, it was smoky (from a machine, not cigarettes), and the lights were sporadic and bright. You certainly couldn't just choose your camera settings and forget about them.
From that, I shot a few more gigs and found how much I enjoyed the challenge. Before long I was shooting a few festivals on much larger stages and learning all that goes with that. On occasion, I was able to set up a speedlight or two — though it's often prohibited, so check first — and that gave me a lot more options. Live music is unpredictable, fast-paced, and all too easy to miss great shots, so you have to be prepared and never chimp.
If you can use speedlights, this video will give you some great information on where to set them up for the best pay-off and the sort of results you can get.
If you’re given permission to mount or place speed lights on stage for a performance, you’re one lucky photographer.
I photograph major performances in venues and have never been afforded this opportunity. In most venues, not only must I carry 300k + liability insurance, but I am only allowed backstage/upstage/ side stage during live play, unless I have permission from the artists themselves and they’re able to supersede the venue management.
Only once have I inquired about mounting a speed light to the existing lighting truss and was met with a scowl and insurance cost that exceeded its value to do so.
However, I do pop my speed light (mounted to my camera), judiciously during a performance only so the finished set of images will have a few, well lit face images, and also to freeze motion with the added effects of a slow shutter. Entertainment photographers like myself love those effects.
Last, like Robert also stated, it’s generally prohibited, so check with the stage manager. Live stage is where doing it without permission and seeking forgiveness later could get you banned from a venue.