First off think about what kind of "stage" type material you like. Go through a list of the kinds of effects that will play well for large audiences, then highlight the effects that most intrigue you. Looks at what kind of specialty that is and then start studying that field. For instance, do you like big illusions where the magician and / or assistant jump in a box and either get chopped in half or teleported across the theater? Do you like the idea of being locked in a milk can and miraculously escaping? Do you want to read the minds of everyone in the audience? Or do you just want to pull cute animals out of a hat and make kids laugh and smile? There really isn't such a thing as "stage magic" as a single entity. Think of three names that are huge in the magic world. Houdini, Copperfield, and Derren Brown. All excellent showman, all well known for their stage shows, yet one is an escape artist, one an illusionist, and one a mentalist.
Illusions appeal to me. However, I hear illusions are very expensive! Won't I need boatloads of money and be rich before I could dream of doing illusions on stage? Or are there cheap illusions I could buy or build or invent to incorporate into a stage act? As far as an assistant, I would assume that an assistant would cost money too. So how does a strolling magician like myself, who does not make a lot of money yet, get an illusion stage act together that is awesome and worth paying for AND that people find awesome, entertaining, baffling, mysterious and magical all rolled into one?
Perhaps Linking Rings is good for stage? I have never performed Linking Rings and I don't know how much the trick costs, but I would assume it's something that is relatively cheap and yet can be done on stage. Are there other tricks which don't cost boatloads of money and yet can still be done on stage and the audience would find mysterious and entertaining? I would also assume a stage magician would have to have some kind of script like an actor does.
Linking Rings can be cheap or expensive depending on the size and weight and where you purchased them. It's a good start and a lot of people like them. If you want to do illusions like said above me Andrew Mayne has a few and you can modify the shadow box to be less flimsy by using different materials. Yes illusions are expensive but I bought a Kub Zag for around 4,000 dollars but I had a day job where I worked for it. Metamorphosis you can build or I bought one for only 500 dollars. The need assistants but some of Andrew Mayne's illusions will too. They cost money when you perform but IF it is what you want to do it will be worth it. I am getting a show ready and will have it in 2 years. I'll be out of college and have what I need. You may want to look into some quick changes. Also, JC Sum has some stuff to look at. I suggest you DON'T build illusions but get them professionally made but that is JUST a suggestion. It's cheaper to build but can sometimes also look cheaper. Lastly I say get a stand up routine you can do on stage (ropes, linking rings, vanishing milk, dove pan, etc...) and use card tricks with a camera and a big screen on stage.
It only takes you to perform and get that as a stage show and make money from that and put that into getting illusions.