There is no one lens/focal lenght/speed combination for every scenario in a club venue. Your choice also depends on the kind of shots you want to make- all over stage scenes, closeups of performers, incorporating more or less depth of field and the existing lighting on the stage. If it is a very small and intimate setting, space might be an issue so a wide-angle lens may be required. If you want to get a tight shot of a musician or other performer a longer lens may be required.

The super fast lenses, perhaps, are a holdover from the film ear and the concept of "shooting a black cat in a coal mine at midnight" with fast lenses and seriously pushed film. Results were grainy and lacking in shadow detail. The effect was rather nice in smoke-filled jazz clubs. Nowadays, with most current digital cameras, you can increase the ISO settings without really bad noise and many stages are adequately lighted, oftentimes with coloured gels, etc.

Read what Gene wrote about DOP and lens performance.

The last commercial assignment I had of this kind was for a Montreal jazz club owner who wanted me to create a gallery of 16x20 black and white prints for his lobby. He had booked in some "big name" acts over the course of a year and wanted each print autographed by the performers. At the time I was shooting the film in Leica gear- Tri-X in Acufine at ISO 800. 2 bodies and 3 lenses 35mm, 50mm and 90mm. My fastest lens was an f/1.0 bit I seldom used it wide open.

Sometimes I would come in for a rehearsal and have run of the room. The best shots, however, were made during the 2nd or last show when the musicians and the audience were more animated. Sometimes the normal and longer focal length was handy for shoot live shows without interfering withte the audience.

Nowadays, I handle the occasional theatrical shoot with a zoom lens including the aforementioned focal lengths.