I would suggest a slightly different technique from SuzyView; I'm by no means saying that hers is wrong, but what has worked for me is a little different.
1. Shoot at a high ISO - it's easier to remove noise than motion blur in post processing
2. Shoot with a large aperture - so long as the shallow DoF doesn't kill you (dancers can move fast!)
3. For metering, I tend to use (mostly) evaluative metering, but with -2/3EV exposure correction. When there's a really bright spotlight on the star, I'll zoom in, exposure lock, then zoom out, re-focus and shoot. Might be better to use spot metering (I've not had that luxury up until now) but be very careful where your spot is!
4. I use Av mode. Stage lighting varies too much and too quickly for me to get consistently good results in M mode
5. You must shoot RAW, and you must expect to post-process every shot. Stage lighting is meant for the moment on-stage, it does not necessarily look good on the computer monitor or the print. Therefore, you may have to use your judgement about how much you will "moderate" the lighting designer's work in post-processing. This can be quite controversial.
6. Shoot wide and crop. As I said before, dancers can move very quickly and it's easier to crop than to create a hand or foot that you inadvertently cut off...
regards,
/alan
PS The proof of this method is at http://www.stagepics.co.uk
. However, the site seems a little flaky just now - my domain host is doing something weird!