Yeah, the glass gets costly. I shoot with a 17-55mm. Kind of expensive but it offers great range and the 2.8 aperture is awesome at low lit shows.
yeah you def need a fast lens with shows, most of the venues i'm at are very low to shitty light, my buddy lent me his tokina 11-16 2.8 to film a buddys set and it worked very well from being in front of a barrier at a 500 cap club. its not too bad on the price either.