A few things that I do to secure taping if I am unsure of the policy:
1.) E-mail or call (preferred) the bands' labels if they are relatively small. I will usually ask for the promotions manager. If the band is larger (MTV exposure, really popular, see them on award shows), forget it. Ask the venue for the larger bands; a taping policy is often on the rider.
2.) Call the venue a couple of hours before the doors open and ask if audio taping will be allowed. I will usually call around 5-6 if the doors are at 9-10.
3.) Show up at the venue right when the doors open and ask to speak to the tour manager if audio taping would be allowed.
You do not have to do all three of these. If you do options 1 or 3, ALWAYS offer a copy of the show on CD or DAT and reiterate that you do NOT intend to sell it. It increases your chances of being allowed to tape exponentially. If there is a conflict (band says yes, venue says no or stage manager says yes but tour manager says no), ask for a clarification from a band member. One thing to remember is that the venue is almost always "right." You are in their house and what they say goes.
Good luck!