If there's going to be stage lighting, I would favor slide film - either pushed Fuji Provia 400x or Kodak E200 (if you can find it).
Although pushing does reduce Dmax, the shadows are still cleaner and less murky to my eye than the lab scans I usually get from color negative film shot in dim light. I may just need a better lab to better appreciate what color negative film can do in these instances, but hey, someone's gotta keep buying Provia 400x
But if it's standard tungsten or fluorescent lighting, then any color negative film would handle it far better. Kodak Portra 400's low-light capabilities are, based on my few experiments, really impressive. I haven't shot Portra 800 in a while, although I'd guess it would handle at least a one-stop push fairly well.
Fuji Superia 800 is quite good too, and easily found in drug stores. However I've noticed it does have greater contrast, saturation and grain than the Portra, particularly when I push it to 1600 (as I'm usually forced to do in such situations). On a related note, I've also had minor success with Superia 400 exposed at EI 1000 and pushed two stops. As always, your results may vary.
In any case, assuming that you don't want to use any flash, it looks like you'll have to push whatever film you shoot. Make sure you use a lab that can handle push processing, and also that your metering is on target before you burn too many frames. Heretical as it may be, this is where having a d*gital SLR to at least preview your exposures may not be a bad idea.