I always try to wear something with pockets, to hold an extra pick, a capo, a tissue and some business cards.
One of the things I see bluegrass bands do a lot is to start a set with a short instrumental, to give the sound guys more to work with before they start in with vocals.
If there isn't one provided, I always put a couple of chairs on the side of the stage, to sit down while someone's announcing something, or during someone else's solo number, or whatever.
I always bring one of those trendy little bottles of water in my gig bag. Doesn't spill, handy, can save your voice.
When I can, I run a little hand-held tape recorder during performances, on the floor by the mics. The sound quality is good enough to listen to how the song worked, listen to the audience reaction, and make improvements as a result. (However, be prepared to want to quit after hearing your first gig tape).