I'm also not an expert, but I'll give a few thoughts based on my own experience.
TRIPOD TRIPOD TRIPOD
I agree with the first comment on the link provided above regarding manual focus. Disable auto focus, zoom in, then focus manually, then forget about it.
TRIPOD TRIPOD TRIPOD
White balance...I wouldn't worry about it because the lights from the show will never give you pure whites anyway. OK, I suppose if you have a general setting on your camera, set for the general type of light that you'll be filming in, but beyond that doesn't seem worth worrying about to me.
TRIPOD TRIPOD TRIPOD
My camera has an auto exposure adjust that I like to use to shut the exposure down just a little bit because when the bright spot lights come on, it tends wash out the performers unless I'm zoomed way in. So, what I like to do is as soon as the show starts (or even before you start rolling if that's a possibility) choose a scene where the spot lights are shining on the band but you're zoomed out a little ways, then set your exposure.
Oh, I forgot to mention, you should use a tripod whenever possible.