For low light work with shutter speeds fast enough to give you sharp shots you need and fast lens and/or a high ISO setting.
The problem with fast lenses is that they tend to be pretty expensive, plus the fastest lenses are primes, not zooms.
If we rule out the really expensive long fast primes, probably the best compromise of speed, cost and focal length is the EF 85/1.8 USM. It's a sharp lens, it's fast at f1.8 and it's not too expensive at just under $350 -
Canon EF 85/1.8 USM . If 85mm is long enough, then it would certainly be the lens of choice here.
If 85mm isn't long enough, then the 135/2L USM is also very good indeed, but considerably more expensive around $1000 -
Canon EF 135/2.0L USM If you want a zoom, the one to get would be the 70-200/2.8L IS USM. It's not as fast as the primes, but it is image stabilized which makes it easier to hand hold at slow speeds - though slow speeds may not feeze action. It's also pretty pricey at just under $1700 -
Canon EF70-200/2.8L IS USMOne other option would be to pick up a camera like the new EOS 50D which has improved performance at high ISO settings and can be used up to ISO 12,800, which is 3 stops faster than the ISO 1600 maximum of the XT.
Canon EOS 50D.
A faster lens will give you higher quality image than a faster ISO setting, but both togther give you the most options.
Unfortunately there's no really simple and cheap solution to low light action photography when there's no way to use flash.