Thomas Hawk has written a nice tutorial on shooting concerts. Well not so much on shooting concerts as how to be allowed to shoot concerts. He's got information about getting photo passes, being a polite concert photographer and lots of other things related to shooting a concert for non-commercial purposes.

So You Want to Shoot a Rock and Roll Star

Commenter Daniel Boud left a link to a more technical article he recently wrote about concert photography:

Concert Photography Masterclass
Concert Photography Masterclass Part 2

Boud is an incredible photographer of bands and live music. If this is an area of interest for you you'd do well to read his article and study his work and his blog. It's really excellent stuff.