The reason TMX works with XTOL is that they give full shadow speed, a normal length straight line, and a gentle shoulder where brightest highlights normally fall. Because you can simply expose for the shadows, and develop normally, it is superior to the 1970s techniques of Tri X and soft developers. In low light, for example, TMX is actually FASTER than Tri X because of reciprocity failure characteristics. I don't think, in this case, there is a readily available substitute for XTOL, because it adds a half stop of shadow density over D76.
On the other hand, TMY works well because it is two stops faster than TMX with similar reciprocity charecteristics. Instead of a shoulder to compress the brightest highlights, TMY has a long straight line which holds all the highlight detail. With XTOL, again, you simply need to expose for the shadows and develop normally. You will need to use a softer-than-Dektol paper developer, however, to get all the detail out of the negative.
Both approaches work well, and work EASILY. There is no comparison to how it had to be done 'in the old days'.
For shooting in concert without a flash, try TMY or Neopan 400 for starters. Stage light is a problem of contrast more than brightness, and 'pushing' the film doesn't really increase the shadow speed but increase the contrast.
If you can't do it with a 400 speed film, only a personal test will tell you whether you prefer the look of TMY pushed in XTOL to 1600 better than TMZ or Delta 3200.
TMZ and Delta 3200 are basically low contrast 800 speed films which can be pushed while retaining overall pleasant characteristics. There is a big difference in grain and acutance, and if you were to try the faster films, I'd advise using XTOL to maximize the speed while not making the image coarser than need be.
For color, please think about shooting color neg instead of a chrome. The problem is contrast, and the contrast of slide film is naturally so much higher than negative, you are fighting a losing battle from the start. Either Kodak or Fuji 800 films are a good place to begin.
Finally, the availability of lenses like Nikon AF 180/2.8 ED lens at give-away prices should encourage you to pick one up if you want to do much of this kind of work. The lens can be used wide open and be contrasty and sharp. It makes the work MUCH easier.
goodluck
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