I wrote this list for another site. Most of it will be applicable to any situation:
Don't put fresh strings on right before the gig. You will have tuning problems.
No one is going to hear your mistakes unless you REALLY fuck up bad. If you've practiced a lot, alone and with your band, you won't. Don't sweat it. Move along.
The drummer sets the tempo. EVERYONE follow the drummer.
Make eye contact with your audience as much as you can.
Smile. Unless it's death metal. Then grin satanically.
Move around the stage, as much as the stage size and equipment (cables) will allow. Interact with your bandmates.
ENJOY IT.
Those last four items are about PUTTING ON A SHOW. That's why Iron Maiden is legendary and no one wants to see Seether more than once, no matter how many cool songs they have.
Bring extra. Picks, strings, guitar, if possible. Cables. Batteries.
Once the sound guy drops his mic at your speaker and dials in your sound on the board, LEAVE YOUR FUCKING VOLUME ALONE.
Days before the gig, make sure levels between patches, etc, are correct. This should have been ironed out in practice (proper volume difference between clean sounds, rhythm, and lead channels, etc.), but if not, get that shit going.
Have a set list, know your time limit. If you have a 20 minute set, choose 18 minutes of material. Nothing sucks worse than a sound guy shutting you down in the middle of the last song. Decide which songs, if any, the singer will banter in between. This is usually the singer's call, but try to know what to expect.
Do yourself a favor, and slip the sound guy a $10 or a $20 before the show, and thank him in advance for doing his best for you.
Don't be a dick to ANYONE. Except maybe the singer, but not until AFTER the gig.
After you stow your gear in a safe place after loadout, go back into the club and mingle. Be accessible. If someone offers some criticism, listen carefully - this is your audience telling you how you did. If someone's a dick about it, still listen, then thank them and tell them you'll try to do better and hope they'll come see you again.
And then to add something from Papa Gates, bring some "fuck you" to the stage with you. For confidence and showmanship. You BELONG there, dammit. Act like it.