A couple of songs in to our first set the bass player usually says;

"Anybody got any requests. We don't actually play 'em. We just like to know what you'd rather be listening to."

Read your audience and give them what they want early on, get their attention and they'll usually let you get away with murder as the evening progresses.

Personally I'd rather play the requests, have a good gig, get a return booking and end the night with everyone telling us how much they enjoyed it.

I always remember Neil Innes introducing one of his songs, "I've suffered for my music. Now its your turn.