nt3n: 40D is an excellent camera for the money. Much better ergonomics than with the smaller models, it's fast and works well for all kinds of photography. The new 50D have some improvements, like a high resolution display, but at the same time the 40D can be found dirt cheap now and still keeps up well. I'd recommend the 40D/50D over the 450D, if nothing else just because the grip is better and the camera has a bigger memory buffer and better viewfinder.
As for lenses, for concert photography I'd recommend either Canons EF-S 17-55/f2.8 IS or Tamrons 17-50/f2.8 or Sigmas EX 18-50/f2.8. The Canon lens is way more expensive than the others, but has built in image stabilization that reduces camera shake and slightly better contrast, but if you're on a tight budget you'll be doing fine with the Tamron or Sigma too. Then I'd recommend you to get at least one fixed lense, either a dirt cheap Canon 50mm/1.8 or a Sigma 30mm/1.4, for the really dark concerts where f2.8 isn't fast enough.
It all comes down to money, but I'd look in the 40D/50D range rather than the low end 450D and forget about the 5D MkII, it's just overkill and you can spend the money you save on better lenses instead.