Put something fairly easy-going at the beginning...and for the end of a set, choose something with enough audience impact that it's a hard one to follow.Generally lighter stuff for the first set (dinner music), rowdier later. I try not to have to retune my guitar, or switch guitars, too too often, but as soph says you don't put stuff back-to-back that's TOO similar. Varying keys and tempos is important.
For a full evening gig, I don't go in with a complete set list, but try to have a cheat-list of tunes in various categories, cause I forget which ones I know while on stage.
W-O