First Gig ?'s, going to the best place for advise, TB!

Here's a few tips for a first gig, and for eliminating dead space between songs.

1. Get there early. Give youself enough time to set up, do a quick soundcheck, and then have a drink and chill for a couple of minutes before the show. You'd be surprised at how much less dead air you will have if you take the time to set up your stuff properly and make sure you can get the right sounds out of them. Taking a break before you begin performing lets you relax your nerves, and gives the audience a chance to see you make a professional entrance.
2. Bring spares. Bring a spare guitar, bass, strings, picks, cords, drumsticks, etc in case something breaks. Obviously you can't bring spare everything, bring spares of what is likely to break, and what is practical to bring. A spare guitar is helpful because changing a string on stage can seem like an eternity.
3. Get your stuff tuned before the show. If you're one of those guys whose playing style knocks strings out of tune, then plug your instrument into your tuner, and then plug the tuner into your amp. Keep it that way. Just turn on the tuner, and turn off the amp and you can tune silently. Tuning audibly between songs is annoying.
4. If you need to switch instruments, use an A/B Box. It's still faster than putting your amp on standby, plugging and unplugging, etc. Better yet, avoid tweaking your tone too much on stage. Do that stuff during sound check.
5. If some drunk is talking to you between songs, have a band member count out the next song. Some people in the audience can try to talk to you for minutes in between songs. Nice for the guy talking, but not for the audience members who are asking "What is going on?". Since the drummer usually counts off a song, they should try to keep the show going.
6. Keep the talk to a minimum. There's probably a reason why you guys are musicians instead of comedians or motivational speakers. If you need to rap during dead air, mention where your band is playing next, drink specials, the club you are playing in, CDs if you have them for sale, tipping the bartenders and waitstaff, acknowledgement of people dancing, or an occasional joke. Don't ask the crowd questions, because you will waste time waiting for or trying to comprehend their answers.
7. Write out a set list with the key to all the songs on it. Give the list to each member and make sure it is legible. No need to have dead air from bandmembers asking "What key is the song in?", or "What are we playing next?"
8. Be careful how you use the microphone. Even if you aren't speaking directly into the microphone, it can still pick up stage sounds. If you need to talk to the drummer, or tell tell the guitar player he's too loud, make sure you're out of the mic's range.
9. Turn off the PA between sets. Don't give some drunk the opportunity to scream into your mic and blow the PA speakers, or do something stupid.
10. Duct tape cords onto the stage. You don't need you or someone from the audience tripping over a cord and hurting themselves or your gear. Wrap cords around the mike stand, or speaker stand and you reduce the chance of them getting pulled out accidentally. But, don't tape your instrument cord, unless you don't plan on moving around on stage.
11. Organize your stuff when you pack up because it will make setting up easier the next time. It will also reduce the likelihood of you forgetting stuff at the venue.

There's more, but this should be a good start.