I do a lot of bar/venue shooting and at first I was bringing my DSLR along too to chimp exposures. What you'll find is after doing it a while you'll build up an internal exposure chart for each venue and you can usually guess at a new venue by comparing it to old ones. There's basically only a few different scenarios:
Dim Bar - lower than average lighting but there isn't any completely dark space, most dim bar situations I've found are lit by multiple small dim lights all over the place, which is nice because peoples faces don't go in and out of shadows that much, just trust your meter in this situation, with digital you'd want to dial in a -1 exp comp, but with film I just shoot at what the meter says unless I really need the extra stop of shutter speed to kill blur. Our eyes adjust pretty well to uniform dimness so it can be hard to tell exactly how "dim" dim is.
Dim bar with bright lights - These are bars with low ambient light with larger brighter light sources scattered around. Again, my meter is pretty acurate in this situation too, just dial it down one stop when you're in the light areas.
Dark bar with Spotlights - This is the usual concert style lighting. No lights on the crowd and a bright spotlight on the act. In this case it's almost impossible to get shots of the audience more than 5 feet from the stage as there just isnt much light. For the band, I try to meter off either a guitar, an amp grill or the bands clothes. Dont meter off skin or you'll get glowing faces in a sea of black when you develop. Metering off clothes usually gives a good balance of two stops up to skin tones and two stops down to get detail out of the darker on stage areas.
Once you're comfertable with the range of exposures in a venue, switch to manual with an average exposure and dial up or down accordingly, you'll get used to it. Whatever you do though don't stay in AE or you're shots will be all over the place when it comes to exposure. Camera's meters can be tricked VERY easily in low light and you'll come out with some shots wildly under or over exposed and as a set your pics will look like they wheren't taken together.
