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.