The first tip to applying stage make up is to start with a cleansed and moisturized face. Use foundation over you entire face and neck. A thick, pancake make up works well because it covers everything and provides skin color to your face. Following the foundation apply the blush. Using a cream or stick blush will give you more of a long lasting color. The eyes can be tricky. You may want to accentuate your eyes with a dark line and put on lots of mascara. The shadows should be either natural looking or colorful. Last but not least are the lips. Use a tiny bit of foundation or concealer on your lips before you apply the lipstick. Line your lips with a natural to darker color and fill it in with matching lipstick.
Your make up needs to be exaggerated in order to appear under the bright lights. It may look like a lot when you are doing it, but it will look fabulous on stage.