When you want to play the best live show possible, not only that you have to be confident and play the best music possible, I think your show needs to have some audience participation. You want your fans to be part of the show. A lot of times I would see cover bands when the singer would go out in the crowd with a wireless mic and let somebody sing a few lyrics, or the guitar player would let a fan from the crowd play guitar for a song.
Let the crowd take photos and shoot videos. Talk to the crowd in between songs. When you’re a guitar player, I would see guitarists walk up close to the stage and play guitar in front of some fans face up close, they seem to like that.
Another creative way of audience participation, is letting the crowd dance with the band on stage which maybe best for the final song of the show. Very few bands are into audience participation and when I get my own band going someday, I’ll do whatever I can to make the crowd feel part of the show.
You can keep a fanbase and get more fans that way. You’ll get even more respect.
Kev