When taking pictures at a small indoor venue, what camera settings should you try to use?

I received a press pass to the House of Blues to take pictures of an upcoming show, I have a Nikon D5000, and have a 18-55mm & 55-200mm lens as well. I know I'm going to need to have a high ISO, and can't use flash. What else should I consider?

This should help: http://www.brighthub.com/multimedia/photography/articles/15888.aspx or http://technicallyeasy.net/2007/10/taking-pictures-indoors-without-flash/
The important thing to remember is keeping the camera still. If you move it about, you will end up with poorly defined images. Also, increasing the ISO too much will result in a grainy image.

* White balance should be set to incandescent to match the lighting on the stage.
* If you shoot using aperture priority with the lens wide open, the camera will pick the highest available shutter speed.
* If you want to go the next step, you can use the cameras light meter in the manual mode and get a light reading where the lead performers will be during the event and use that light meter reading throughout the session.
* Shoot RAW + JPEG. This will give you the most flexibility when you transfer the image files to your computer. You can edit (sort) using the JPEG files and then only process the matching RAW files using Adobe Lightroom. In Lightroom, you can use the noise reduction feature to enhance the images. This is especially important when you shoot at ISO's of 3200 or higher.

Remember: You can reduce some of the noise that is caused by using high ISO's but you Can't remove blur caused by subject or camera movement while shooting at slower than recommended shutter speeds. You may also have to time your shots to when the performers are moving the least.

Take both lenses, since you probably don't know how close you can get to the stage.

If you can, use the 55-200 mm lens at 55 mm. That will give you a larger aperture than using the 18-55 mm at 55 mm.

If its a really small venue then by all means add a Nikon AF-S 50mm f1.4 prime lens to your kit. Both of your zoom lenses are really too slow plus they are variable aperture lenses - f3.5-5.6 for your 18-55mm and f4-5.6 for your 55-200mm. When you zoom from 18mm to 55mm you lose 1-1/3 stops and when you zoom from 55mm to 200mm you lose 1 stop and both result in a slower shutter speed.

If the 50mm f1.4 is just out of your budget then your only recourse is to use a higher ISO setting. You might also try this: In the Focus menu select Center point narrow and in the Metering menu select Spot which meters an approximate 3.5mm diameter circle centered on a selected focus point. By doing this you'll only be metering where you're focusing. If necessary you can switch to focus point wide.

To deal with any excessive digital noise use the camera's Noise Reduction setting. This article will also help deal with noise in post processing:
http://www.shutterbug.net/equipmentreviews/software_computers/0309noise/index.html