Only for Muse would I even consider using Depends.
I've found that as long as I hydrate really well during the day and stop about 2 hours before the gig I'm fine. As others have said, once Muse is on you really don't notice your body's needs. Also, for the gigs I've been to if you get barrier (or really close) the security staff passed out water during the show. So make friends with security! This is also how you can get stuff like setlists or guitar picks that land between the barrier and the stage.
Oh, and LMAO at the "light, nervous dribble" part.