I believe that all your zoom lenses are f5.6 fully zoomed, correct? So, a dark auditorium isn't going to look much better with your cameras. The XSi should have marginally better ISO performance (I think) due to it being a newer sensor.
But, even at 800 ISO, you may not be happy with the clarity of your photos.
Are you shooting in AUTO? If so, the camera will decrease your shutter length to match the darkness, i.e., keep it open longer, thus the blurry photo.
With current array of lenses, you'll need to foot zoom (get there early enough to get close) so you don't have to use the zoom feature. Or, shoot in manual and set your own shutter and ISO. That is your best option.
The tennis photos, if shot outside in sunlight, shouldn't be a problem. All you zoom lenses should take really nice shots outside in the sunlight. If you are indoor under lights like a gym, you will need to try white balance with fluorescent lighting or tungsten or shoot in raw and do custom color temperature in post-processing.
If you can purchase a new lens, for your type of photo needs, I'd recommend either the 85mm f1.8 or the 135 f2.0 L lens. Both are really good inside in low light IF you take control of some of the aspects of your photography. In AUTO, even those lenses aren't going to consistently provide you what you are looking for.
