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Set Lists - why so much PAIN?

If it is a band that rehearses often enough that they dont need a list sure, but if it is a non-rehearsal band than I think a list is kind of important, it gets everyone on the same page.

Going through this right now with someone trying to setup a jam. He hasn't told me as much but I know he's paying some of these people to come out because I know at least one wouldn't come out to jam with a group of unknowns for free so to make the most of the situation I'd think a list would kind of be essential.

Asked the guy to get me list and he sends one along with a blurb about there being "a bunch of tunes I already know". I know which ones he's talking about and I don't know them...

I really hate being that guy that insists on lists being generated, but I know if I don't there will be songs called some can't play well or haven't played in awhile, (if ever) resulting in a lot of downtime and musical meanderings.
. True, but two different issues. Unless you are well above average musicians experienced at improvisation, no tunes should be called unless it has been cleared that all members know them.

Having a specific set list cuts down on dead time between songs. I've seen some bands go entire sets literally without a break between songs - every song either is part of a medley, or drums and bass keep up a groove when the song ends. Unless you are Ray Davies or Mick Jagger, 99.36% of the audience will prefer that over your lead singer's witty banter.
 
In my band, setlists are usually done by me - because I seem to be the only one capable of thinking about the other band members' wishes and needs. I must admit that I've built many a setlist a day before the gig.

We've got two singers, so it's a juggle. A song that's taxing on one of them should not be followed by another one that's also taxing on the same one. In a best case scenario they take turns singing lead and backup.
But there are other rules, too. Some songs require special props for one of the musicians and whatnot.
And you want to arch the tension of the songs as good as possible. Easy peasy to start off, so the crowd and the band can get used to each other, then accelerating through the gig. If there's multiple sets, you also have to take the stream off a bit towards the end of a set... well, you know the deal.

I've found that it's best to do the list on very short notice and just bring it to the gig.
Why?
Well, try to gather the whole band in a room and discuss the set list. Half of the people (mostly singers and those instruments that play solos) want to push their agenda without regard for the rest.
The drummer does not want to play two shuffles back to back. The guitarist wants all the songs that require drop D tuning in one block.