It all depends on the perspective you want to end up with and how close you can get to your subject. Personaly I prefer more of a full body shot perspective, or even wider to show some interaction between multiple musicians, and also to see something of the venue. I find it much more interesting than the closer-up shots, but that's just me.
For example, here's a small 12 image slideshow shot in a small blues club:
Roots & Blues
I was leaning against a railing that surrounds the small stage, using a Sigma 20mm 1.8 on an old Nikon D100. I like the perspective very much, and it's a lens most people wouldn't think of for this kind of subject. A 50 would have been too long for what I was trying to achieve.
So it all depends on where you're shooting, and what look you are going for.
P.S. I don't use flash so the Sigma's speed was vital - most of those shots were wide open at f1.8, 1/30-1/60 second, ISO 1600-3200