Lens with big aperture (f/2.8 or lower) is very helpful in dim light, but you don’t have to use the maximum aperture all the time. If the light is bright and/or you need a greater depth of field to cover many dancers in the stage, then you want to set it up to a bigger aperture. Dancers move very fast, so you also need a lens that focus quickly and lock on object instantaneously. For example, get an USM, AF-S or HSM lens. But also beware that even some lens has those feature, some of them are pretty slow because of the complex lens elements they have.
