I've done many times, both as a sideman auditioning for work with a band, and, as a band leader auditioning singers and different musicians.

Be as well versed and prepared in the style(s) of music the band performs, (research them) and offer no execuses or apologies if called upon to play something. Show up early if there are others auditioning as well so you can have a look-see and know what to expect and anticipate. Make sure any instruments or equipment you have to bring are in good working order. And try and relax after you get through the first number and let them think you're enjoying yourself and them, (even if you're having a nervous breakdown inside. *G*)