Note that you can use the manual setting and the "bulb" setting for the time value so you can take as long of an exposure as you want (The Tv setting allows up to 30 seconds--don't let this make you think this camera can only take a 30 second exposure).
It is a particular challenge to get good photos of a stage performance. Bright stage lights can overwhelm a camera with too much light if the shutter is open too long, and the moving performers appear only as a blur. I took photos at a bellydance performance, and I eventually found the following works fairly well:
Tv = approximately 1/50 sec or 1/60 sec
ISO = 800
Here is a photo at 1/60th second exposure and ISO 800:
Of course, you might want to have blurred action.
Here is a photo at 1/15th second exposure and ISO 1600:
You can access a variety of settings by choosing: Menu, then going to the 3rd options symbol (a wrench with three dots) and pressing the SET button when "Custom Functions (C. Fn) is highlighted.
Here are some that I found useful. The notation corresponds to what is on the screen as you scroll through the functions. The number in parenthesis is the function number (ranges from 1 to 13):
C. FnII: Image (3): Long Exp. noise reduction. I set this to "Auto."
C. FnII: Image (4): High ISO speed noise reduction. I set this to "On."
C. FnII: Image (5): Highlight tone priority. I set this to "Disable." I want to take time to experiment with this when I do portraits. Some preliminary experiments showed me that this is not useful for landscape photography (!)