Flash is generally a last resort. What camera and lenses do you have available to use? Also, what sort of lighting/stage setup will there be?
I would never use the pop up flash, though a speedlight on the camera (or with an off camera shoe cord) can be useful in some situations like with hardcore bands in tight spaces and no lighting. The main thing to consider here is do you want to use the flash as the main light or as fill. Using the camera as the main light with the off camera shoe cord and the camera in M is pretty common. Alternatively you can use Av, which uses the flash as fill and can create a balance of ambient and flash light (use +/-EC to experiment). You can do the same thing in M, but it can take a few minutes to find the right balance.
Using off camera stobes can work well, but use them at low power and shoot with a higher iso so you aren't constantly blinding people. Positioning is key and can be difficult since performers tend to move around creating shadows where you don't necessarily want them. If you bounce the off camera strobes, it is pretty easy to kill any sort of ambiance.