My 2 cents.
For B&W I like Fuji Neopan 1600 or Ilford Delta 3200. NP 1600 is my favorite B&W film, period, so I usually use Delta 3200 only for medium format, which I don't tend to use for shows. I shoot both as rated. It may be sacrilege here, but I don't develop my own film. I've had no problems w/local pro labs (now lab, singular) developing B&W here in DC or other major "photo" cities (NYC, London, Miami), but can't speak to the situation in Raleigh (NC?). Based on my experience, I assume they use Ilfotec, T-Max, or X-tol developers @ the standard times.
For color, I would agree w/Excalbur2 that if you want color output, digital is clearly superior, but if you want to wear the hairshirt:
C41: Fuji Pro 800Z @ 640 (but developed normal) or 1000 or 1250 (but pushed 1 stop) or Natura 1600 @ 1000 or 1250 (but developed normal). Natura 1600 is only sold in stores in Japan, but can be bought on the web via eBay or
Japan Exposures. I think it's better than Super 1600 (finer grain, better color), but it may not be worth the expense for you.
E6: Fuji Provia 400X pushed 1 or 2 stops, but per 2F/2F's warning in his post, it is a daylight film &, being a slide film, doesn't have multi-layered technology of Pro 800Z or Natura, so will be very, very red/yellow in your typical incandescent/halogen type lighting. If the club lighting is heavy on the stupid red gels (see below), forget it, unless you convert to B&W in post (which it does well, BTW).
I wouldn't rule out flash, for fill, etc.,
if you know how to properly use it, as it may be your best option given the crappy lighting in most small venues, particularly if the club has a propensity for red gels, as most seem to do (red plays havoc w/both film & digital sensors).