Set Up

Here's a little experiment for you. Next time you go to a concert - make sure it's a band you follow very well when you do this - pay some attention to the set list. Obviously you're going to be swept into the songs, but see if you can find this pattern.

The opener. The opener will be one of three things:
1. An energy burner. The chosen energy burner will often have a build-up in the beginning. This will get the crowd into it quickly, as long as the band can keep the pace up.
Ex: Offspring - Kick Him When He's Down

2. A small, sometimes weirder song. The band won't always play during this song, but don't be fooled - the instruments are plugged in. It adds some flash when the band does come in.
Ex: Starsailor - Sharkfood, Pink Floyd - In The Flesh?

3. The album opener. There's a reason certain songs are picked to open the album and it's the first thing one who actually buys the album hears. In this scenario, more often than not the opener will be off the latest album, unless that's the single of the moment.
Ex: Breaking Benjamin - Water

The first single. This will be placed in the third, fourth, or, at latest, fifth place. It's like baseball: you want your slugger to bat clean-up. Plus, if you fire out singles in the beginning, the fans will lose interest when the songs they recognize stop. This won't necessarily be the most recent single - you need to save that for the end.
Ex: Dredg - Same Ol Road, Queens Of The Stone Age - First It Giveth

The songs either immediately before or immediately after the single will tend to be lesser known songs from the latest album. It makes little sense to push an album that's been out there for a while when you have a new one - except for the recent fans, much of your base will likely own that older album already.

If the band has more than four singles out, you can't be promised you'll hear all of them in the main set.

The barn-burner. Either the ultimate or penultimate song in a set will be a house destroyer. You want to end strong. So you hold out your huge single to the end and then rip the fans apart. This moment is what fans will tend to associate with the concert, unless you do something either hysterical or amazing otherwise. You really need to evoke the "Holy Crap" here. If you can, extend the solo. Have fun with it.
Ex: Queens Of The Stone Age - No One Knows, They Might Be Giants - Istanbul (Not Constantinople)

The encore. It used to be a privilege to get an encore; a band would show its spontaneity by saying, "what the hell," coming out, and throwing together either some stuff they had been somewhat preparing or something completely off the wall. Nowadays a concert is considered a failure if the band doesn't do an encore. There's no more turn around-start to leave-band comes out-we scream moment. We sit there until the house lights come on because it's just knowledge that the band is going to encore. Much like if you listened to an album from the 90's, you sat there after the last song had played because there was almost definitely going to be a little treat. I saw Starsailor's play list and the encore had been typed on there.

Anyway, rant aside. The encore generally consists of two to four songs. The first one is often acoustic, so at least some of the band can rest. Plus, this gives the fans a chance to hear a song a little differently. The last song is going to be another big bomb. You don't want an anti-climax, do you? Many British bands will play B-Sides here, as every single comes complete with songs you'd never heard.
Ex: Snow Patrol - Chocolate

Now, this isn't always going to be the case, and I don't want to take the magic and spontaneity of a concert away. I'm just saying, next time you're going to a concert, pay attention to how it's set up. You may be surprised how "on" this can be.