I've done a few and they are somewhat challenging as far as the performance part, as the light levels from the stage lights are not as bright as they seem. I would attend a rehearsal to familiarize yourself with the routines/performances/lighting so that you will have a better sense of the timing for the dancers. I remember to (at times) having to push the 800 to 1600, the 1600 at times to 3200 to get 125th/sec, in order to stop action as best I could. At other times you may want the movement to show which can be very cool. I love shooting theater as it can provide some dramatic images. (I attached one of my favorites-but not sure I did it right).
Matt's Photo Site
"I invent nothing, I rediscover". Auguste Rodin