Depends. It's always good to get and some Government building/grounds do require a permit to shoot at all. If your doing a job for the location such as a church, it's not realy needed but if you plan on using the footage elswhere I would get a release signed.
It is the best practice to get any talent to sign a waver, band or not. Music is another story and I would do everything you can think of to cover your rear for the music used in the video. I've done a few music videos but I haven't delt with a DJ in a while. Wedding guys would be a good source for info on dealing with DJ's.
