Macro means you can make things appear as large on the sensor as they are to life, or a magnification of at least 1:1. So if you have a penny that's 0.75 inches, it will project an image that is 0.75 inches on your sensor, or even greater if you have a greater than 1:1 magnification.
Macro can be a lot of fun, but if you want to really get into it, you'll need a very steady tripod, some specialized lighting and setup, and likely a specialized mount to go on your tripod to position your camera exactly.
Now relating to the lenses, I have the 135L and love it, the 100L f/2.8 Macro is a great lens, rented it once and wouldn't mind owning it, but not as high on my priority list right now.
The 70-200 f/2.8 IS v2 is a fantastic lens, good chance it'll be the next lens I buy. If you aren't going to be right up on the stage, I'd say go for the 70-200 because it gives you a lot more flexibility. You can get some wider shots and get more of the band, or zoom right in and get just one or two members, or even just their face or instrument. The IS is very good, and f/2.8 can help keep your shutter speed up to freeze the action.
I'd say that the 135L is for the times you want to really make an impression, and you don't need as much flexibility and want to get a close up portrait shot that is very unique at f/2.0. Personally, I'd go for the 70-200 if I could have just one lens for general purpose short telephoto in dim lighting. However, I won't ever get rid of my 135L, it's just one of those special lenses.
EDIT: You're shooting on a full frame, right? That'll make the 70-200 even more attractive. If you're shooting on an APS-C body, the 70-200 will seem longer due to the cropped angle of view of 112-320mm which will mean you'll need to be a good bit further back from your subject, unless you want to get a very tight closeup. That said, it's an amazing lens, especially if you have plans go to up to full frame anytime, even if it's 5-10 years away.