One of the first things I often do at a gig is to turn off any fluorescent "beer lights" near the stage. Wait until the bar owner is looking the other way (some of them are quite partial to these things). I have often found that this quiets things down significantly.

Having extra shielding on all the wires would be nice, but we use an amazing amount of cable, and I can't guarantee there aren't breaks in the shielding somewhere in the system. I also keep a supply of ground-lift adapters close at hand, but one has to be careful with these -- you can get shocked if you're not cautious.