The D300 is an outstanding camera. The 18-200 VR is a nice walkaround consumer lens. It's also fairly slow, and if you are planning to shoot concerts, you will really need a different, faster lens. The D300 camera body has 12 MP and as such, will show the flaws in any so-so lens, as it really shines when working with professional, high-quality glass. The 18-200 does nicely in good lighting, but it is a slower lens than you will need for concert shooting. The 18-200 is an OK lens but does not have the keen resolution that a professional quality lens such as the 70-200mm VR f/2.8 or the 80-200mm f/2.8 lenses have, or the razor sharpness of, say, the 85mm f/1.4 or the 17-55mm....... To get the same range of the 18-200mm consumer lens, you're talking 17-55mm, 28-70 (or the new 24-70), and 70-200mm VR. Each of these is f/2.8 and each of these is expensive. The difference really shows up in the final images, both on the computer monitor and in print. If you are planning to shoot for publication this is something to consider.
Why are you choosing the D300 as your first DSLR? Do you have experience in shooting with film SLRs? Do you intend to just buy the one lens and stick it on the camera and never change lenses? If the answers to these questions include the fact that you're inexperienced at using SLRs and that you are planning to use just the one lens for everything, then I agree with carlgo and suggest that you look at a different camera body, such as the D80, for your first DSLR. It is significantly less expensive, yet still has many of the features that you'll need as you learn and grow into the camera, and will produce the same quality images with that 18-200mm lens. Buy yourself a D80, the 18-200mm VR. With the money you're saving, throw in a 50mm f/1.4 lens. Learn with these and then later on down the road you'll be ready for the D300 and additional, higher quality lenses.
Believe me, a DSLR, especially the D300, is far different than using your P&S S2 IS.....