If you've got a good lab, try Ilford Delta 3200 exposed and processed at 1600. It's a little contrasty, but 1600 helps instead of trying 3200 with it. Kodak's T-Max 3200 at 1600 has a totally different look - grainy but looks great in some cases.

Yeah, low light - especially concerts - is something I like doing. The other thing about fast primes (like f1.8 or f1.4) is that they see much better in low light, so that even if you don't use them wide open the camera will have a much better time autofocusing. Most cameras can't reliably autofocus with a lens that's any slower than f5.6, and some of these lenses are getting close to that magic number. It really makes a big difference. You'll also have it much easier trying to manually focus because the viewfinder will be a few stops brighter.