I started off by just taking pictures at local bars. This led to making contacts in the area that led to work in all areas of photography. I eventually found someone who ran a music ezine and have shot for them in exchange for passes to national acts. You can see my work here: http://www.bndgrl.com.
However, band photography is certainly not an area to get into if you wish to make any money. I use my wedding and family photography business to earn the money to buy equipment I can have fun with at concerts. It's a good thing I love shooting weddings too. ;)