alright my advice is get some fast glass! the 50mm 1.4 would be ideal but if you didnt want to drop loads of cash (not sure how much they are i shoot canon) the 1.8 will be perfectly up to the job! your 18-200mm vr will be very useful, it will give you the chance to walk around the venue getting the whole gig so crowds and all. as for the flash most venues are ok with them, i would ask before hand and talk to the band letting them know. being low light you would obviously using a wide aperture so you can power down the flash so it wont be as distracting.
i would also highly recomend getting a ttl sync cord for your flash, it makes it possible to get creative lighting in hectic enviroments like gigs and events. i find on camera flash incredibly boring after a few photos.
as for camera settings just play around and find what you like! i personally dont like the slow shutter sterotypical gig images so i shoot with a faster shutter to freezing movment. at your first gig just play around and make the most of of the existing lights to add more colour to your photos. guessing there is the typical gig style lighting!
cant think of much else really, just go nuts and experiment. gigs are such fun events to shoot!!
good luck