Good point, Don--
We pay as much attention to the key of the song as to any other aspect, trying to avoid ever having more than two consecutive numbers in the same key in a 45-minute set. We also switch lead and harmony vocal parts, do the occasional acapella number, and tell story intros (sometimes made up on the spot) to special songs. We have fun with it, and we tend to regard a given set list more as referential than obligatory.