Because many of the bands I tape are not "taper bands" I almost always arrange with the band, and where necessary, the venue, in advance. If a venue gets in the habit of stopping me when I show up, I politely ask for the e-mail of someone I can contact before I show up. This has been very successful with one venue in particular; I just let them know I'm coming, get the OK, and then I'm all good. Easier with smaller places, of course.
Anytime I get stopped, I just say the band allows taping, is there someone I can talk to. The key is to be very polite and non-confrontational and take no for an answer. Especially if it's somewhere where you plan to go back, you're better off getting burned once but making a good impression for the future than being labeled as a jerk that they don't want in their place.