No flash? Unless it's extremely well, and brightly, lit, that's a recipe for underlit, grainy photos. If grainy is the goal, then go for it. I've shot some plays w/Delta 3200. It's a definite "look", but not what I would think of if I were to shoot ballet.

I've done a couple of these, and my approach was to shoot at a rehearsal, or set up a special shooting time, when I could use a flash. I got on stage with a TLR and a flash w/an umbrella, and got some good stuff.