I've been shooting alot of shows and portraits lately. And until I killed my K10d it was sort of frustrating. Like mentioned above, the k10d is really only effective up to iso 800. And if you haven't invested in the expensive lens, you really have to be sure the light is good, or time it to when it's right. Most of the time bigger bands will prohibit flash. But sometimes you can get lucky and the band doesn't care. I've shot both ways.
Then I killed my k10d and bought a k20d. Holy mackarel did this thing change the game for me. I just shot Creed laste week and the k20 is amazing. I was using iso 6400 but it was really noisy so I dropped it to 3200. Then with the kit 18-55 I noticed I was shooting shutter speeds @ 1/500 or even 1/1000. I was astounded. I threw on my 70-300 and had to walk up a couple of sections to use it, but it was amazing even then. Huge difference for me anyway.
But I ramble, sorry. The bottom line is use a flash if you can, use the highest iso that looks decent, and shoot lots of pictures and keep practicing.
Greg V
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