The very first thing to know and remember is — “Never touch or pick up another musician’s instrument without asking permission. The owner of the instrument has the right to say No.”
I raised the question at a musicians’ website about the ethics of filming or recording a band or practice session. A hot discussion developed, with some advocating courtesy and requesting permission for recording a practice session, and others who didn’t care. There was general agreement that filming/recording a public performance is to be expected in these days of instant video capability, etc. Of course, copyright violations could be involved.
In researching this question, the first sites I found talked about legalities. Most of these legal issues concern professional bands and professional videographers. See:
“When making a film, you must respect copyright of other artists when you want to use their music, video, film, artwork, photographs, etc. You MUST have their permission and/or pay to copy their work.” and
“The best and easiest thing to do is get permission before filming begins. It’s a HUGE hassle to track down people later.”
Then I started a thread at the Mandolin Cafe website that concerns amateur musicians and random camera/phone users. You may find the many experiences and viewpoints expressed here: