The most difficult situation I've encountered with taking live concert pictures is that low light is a bitch and having no diffused flash makes it even bitchier. This led me to shooting at 5000-6400 ISO and generally waiting for the lights to hit a certain way. This isn't so bad when the guys working the lights are in tune with the music being played. So I've managed to get some decent shots out of it in spite of all the noise I was getting.
by the way, if you're in the mood for some good Black Metal with a progressive flair... give Clad in Darkness a listen