Shoot RAW and you won't have to worry about the White Balance, only about the conversion afterwards. Also you'll have better exposure latitude than if you shoot jpg.
Now - you'll probably either have to shoot manual, use spot metering or mess with the exposure compensation. Why? Because you'll almost certainly be shooting something bright that is largely against a dark background. An average exposure measurement will result in the subject being over exposed. The light level you are interested in is the level on the people on stage and that is what you need your camera set for.
As a rough guess, start with ASA 400 (you can increase it to 800 if you need), your maximum aperture and about 1/100th shutter speed. Take a few pics before you need to and check the exposure. Then increase the ASA or drop the shutter speed, depending on your focal length or both!
Flash is a problem:
1) You'd need a powerful one - costing £100s.
2) It completely washes out what is on stage - makes it look flat.
3) It buggers up the atmosphere for everyone else - FLASH! FLASH! FLASH!
This is an occasion when a 50mm f1.8 lens is a godsend!