Between the quality of lighting and the fog machine, pretty much all of my pictures from this show came out like this. I do have the raw. Flash wasn't allowed. Anything that can be done to avoid this in the future?
There is nothing wrong with that picture. :-) Gives back the feeling and the artistic intention.
Anyway, potential improvements can be achieved by
using a camera with high dynamic range sensor and using a strong dynamics compression curve (any new cameras know this, just do some test shots...) and/or
zoom on the face, use center-weighted exposure calculation, dial the mid-tones to the middle of the sensor range if needed, use exposure lock (or read the values and change to Manual - not really recommended if lights keep changing continuously), zoom out and frame picture. You will have white/black clipping what you have to clean up afterwards, so for that, you should make another photo with evaluating the entire view, and using the light sources, etc. from the latter photo, and/or
use curves to enhance the mid-values, dial down the blacks, handle separately the whites (this you can do with your existing RAWs), or
use adaptive/selective contrast enhancement (this you can do with your existing RAWs, too).
If you had any luck, could you please post your improved image? Just for others to learn that, too.