A couple of additions to an otherwise excellent thread.

Play the best song off your CD just before Intermission - it helps sales.

You can putz around with your set list only if you are the only act. If you are the leading act, or doing a set during a festival, you must time your act to the minute, or you will never play that town again. Finishing your act over-time because your set list hasn't been finished, is the biggest fault of paper-trained setoholics. If you see you are approaching your time, it is better to be a couple of minutes under, than over-time.