Apart from the last one for fun (that came out great), they all suffer from a lack of light I think.

Do you not have a flash or do you have a particular aversion to using it? If so, I'd say learn to use it better. And/or ... learn to provide light in other ways.

The lack of light seems to have created various issues I can see from lack of sharpness to lack of luminence and colour and contrast. With a filter applied these images could still be very nice but as they are I think you've done much better.

Composition wise I particularly like the 2 brass shots.

The girl shot, well I like your thinking and can see what you were going for, but just didn't quite hit it I don't think.

The drummer shot seems average to me I'm afraid.