I shoot a lot of live music here for a living, not much of a living but it pays.

You will want 1600 min, 800 if well lit, 1/60th on an f4 or better lens, 1/30th and second curtain flash if using one. Bounce head flash will work nice, spot meter your subject and shoot manual, cameras don't know what to do in tough lighting situations like that.

Classical is one of the easiest things to shoot since it isn't Slayer or Metallica and hair and various other objects aren't being thrown about on stage, though the conductor might be a bit of a problem.