Our fair city is currently celebrating spring with it's annual festival which includes a light show every night for a few weeks. I have never tried photographing this sort of thing but decided to give it a go last night. I used the following approach
manual focus (on one of the buildings)
large aperture (f/3.5) and increased ISO (400) to get as fast a shutter speed as possible (still slow though - around 1/2 sec) - the idea being to avoid too much blurring of the moving light beams
tripod
shot after shot after shot to try and get the best moments of the rapidly changing lights
I was reasonably happy with these two shots but I'll leave it up to you to decide - comments welcome.
Dave