Hehe, welcome to the world of band photography. It's a real challenge, but I do love it. Following up on what most of the others have said, you just need to wait for the right moment. Most music & lighting will come back around a 2nd or 3rd time, sometimes more, so if you miss something the first time, get the right focus and composition and wait for it to come back around.
In terms of the noise, most people are fine with viewing these types of photos with noise, and if you are exporting for web size images a lot of it will go away. One thing you can also do is convert to B&W. I've actually done that, then added some grain to get something I like the look of more.
One thing to remember about fast glass (f/1.8 and faster) is that getting the focus right is more and more important because the DoF get's much shallower. On the 5d2 you should really just be using the center AF point, and the recompose. You need to be careful because you'll be physically changing the angle of the plane of focus, so you might need to either manually touch up the focus, or physically move somewhat.
All in all, it's a ton of fun, and a real challenge you might enjoy. Eventually you'll need some longer glass, the 135mm is great, and the 70-200 f/2.8 IS USM is kind of a standard concert lens, although it's freaking expensive. For now, the suggestions on the 35L or the 85 f/1.8 or Sigma 85 f/1.4 will probably be better for you as the latter 2 are much less expensive, but let you be a bit further back from the stage. If you like being right up on the stage, the 35L is a great option on FF.
