This is going to sound unconventional, but we (the band) fill dead air with....tuning.
I hate dead air, too, longer than a few seconds or so. I play in a psychedelic/indie/noise rock rock band two guitars and bass with odd tunings. We switch instruments frequently since some guitars/basses are only used for one or two songs. So, we make fine tuning part of the performance with panning, delay, reverb, feedback, harmonics, drones. I know it is generally frowned upon to tune loudly between songs, but I think it works for what we do. When guitars are tuned to open Ab minor add 9 chords, then it sounds cool. All of the instruments are tuned before the gig starts, so they're nearly or already in tune by the time each respective song starts.
I remember listening to a Ravi Shankar festival performance (I forget which one, I have a large collection of his music) where the show started with the sitar, sarod, and tampuras fine tuning all strings relative to the fundamental drone note. The audience applauded after the minute or so of tuning. Ravi commented after the applause saying to the audience that if they liked hearing the them tune the instruments then they will really enjoy the actual performance. I guess my idea stemmed from this....tuning as part of a performance.
Dirty Basstard said:
Also, not sticking to the set list is the height of unprofessionalism.
I politely DISAGREE. The height? Really? While stale silence between songs is unprofessional, there is nothing wrong with a quick change on the fly as long as the band is prepared for it. Hell, I change song segments in the middle of a medley with hand signals. Sometimes it's cool to adjust a set to fit the crown at that moment. There are some situations where changing a setlist spontaneously is not practical, but the "height of unprofessionalism?" I've seen bands far outdo that in terms of unprofessionalism.