The problem with gig photopraphy (as I see it) is you have to compromise so many different things.
Firstly, you need to be close to the front (in which case you dont want too big a camera because it will get in the way/could get damaged etc), or you need a decent zoom.
Then you need it to take good low light pictures because gigs are dark (so you need fast glass), but there are also quite bright lights, so you need some manual overides on things and manual or reasonable ISO range.
Then if you're using a big zoom, in low light at the best aperture you've got, you'll probably still need a bit of image stabilisation because you'll be jostled by the dancing next to you, but that wont help if the subject is being dynamic on stage (i.e. bouncing around).
Basically, with the TZ4, you've probably got as good as you can get and can quite easily get in the door. Remember, you're there to enjoy the music as much as take photos, so accept that they might not be NME cover shots, but they'll mean something to you.
If you want to take a better camera with you, check the terms and conditions on the big gigs (as most wont allow dslrs through the door) or start on small local gigs to 'refine your art' where you can get up close and personal with the bands and get some contacts with bigger venues. Oh and chose your spots, it makes a big difference to the pictures and dont use flash as all you'll get it highlighted heads.arms from the people in front of you.
Btw, I use a Panny FZ5 as my gig camera, as if it got broken I'd be upset, but not as much as if I lost my 400d. It gives OK pictures:
Not the best, but great for memories...