Bradley, in this situation wouldn't it be better to connect to the band's sound board? They already (presumably) have the best mix they can get; you can get a decent Zoom or Tascam field recorder for less than a good microphone.
Then you have a backup sound track as well; you can drop or add whichever (camera or external) audio track best fits your footage.
Or, …at least that's how I would go at it. Then maybe get a higher-end on-camera shotgun mic later on, if money allows.
