We have information which you will find addresses many of your questions:
http://www.digicamhelp.com/learn/camera-questions-and-answers/photographing-concerts.htmThere are many variables when taking shoots inside, so you should always take plenty of test photos. Even if you're permitted to use the in-camera flash, it may be ineffective due to the short range.
The white balance setting really depends on the lighting in the auditorium. You may wish to call ahead to find out what type of lighting is used. Automatic white balance is usually pretty effective, but it's best to take a few test shots until you get satisfactory results. Incandescent (standard light bulb) or florescent lights, or a combination, are usually used indoor. You should also try the cameras manual white balance setting for the best results.
You should use the smallest aperture possible, since it will give you the greatest depth of field. However this is not always possible if the room is dim.
If lighting is low, you should use a tripod, monopod or other camera support. If not possible, steady the camera the best you can and raise the ISO setting. Increased ISO may cause noise in an image but it can be effectively removed with noise removal software.
When shooting inside, often use spot metering, if the surrounding area of a subject is dark. It may be difficult to use automatic focusing in certain conditions, so use manual focus or use the infinity setting.
Related reading:White balance:
http://www.digicamhelp.com/white-balance/index.htmAperture:http://www.digicamhelp.com/advanced-digital-camera-settings/aperture.htmDigital image noise:http://www.digicamhelp.com/what-is-noise-reduction/