I play with bands all the time (mostly at clubs that cater to 19 – 25 year olds – important to know the demographic on any night). I always ask before the start of the night if they have a playlist. That helps to get a sense of what they are going to play, and making sure paths don’t cross. If they don’t, I ask them if there is anything I should avoid (makes them think about their set a little).
Make sure you know the set times and be ready to go as soon as they stop so there is no dead air. Time your sets so you end on time – but always keep something cue’d up in case they aren’t ready to go.
As for what to play, obviously would be different by venue and age groups, but what normally works best for me is to play something very different to kick off your set. If the band ends on a rock note (as most do), I’ll start with a hip-hop or house track with a hard start. Sets the tone immediately. Gets the live music fans to the bar for a drink and the dance music fans to the dancefloor. Then about 10 minutes before the band is supposed to start up again I’ll tone it down a little so that when they switch back on it isn’t such a drastic change.
As a side note, you will run into the occasional band that treat dj’s as “background” between their “headliner” sets. While you shouldn’t be an ass, don’t ever put up with this. You are both equally important parts to the success of the night. You don’t start playing over them, they shouldn’t start playing over you – or turn off your feed before you are finished. Like I said, it is normally a rare problem, but you may run into it every now and then…
Overall, playing with bands can be a blast – have fun with it!
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