Bob,
I think as a Blues Band, you guys can get away with that a little easier than the rest of us. Sets usually have to be thought out, as a DJ would do (should do) so that you are moving the crowd in the right directions. Like, opening with a strong song, and finishing with one that you KNOW will leave them wanting more, so they stay for the next set, or have the best impression if they do leave between sets. And you have to play fast danceable songs together, and give them slow ones intermitently, to take a break, or for those dancers that won't dance fast, but they wait for a slow song to come around. And location matters alot. If you are playing a place that has a strong food or dinner crowd, sometimes there is no choice but to play an easier more relaxed (quieter) first set, and then get stronger on the second set. Well, and for some places, it's good to set the DJ up, or at least not be upstaged by him, by playing a too mellow song that the band may not be that strong on yet, only to have the DJ follow that, with a strong set that immediately gets people up on the dance floor.
I prefer to end most sets with a really rockin' number, and when the DJ comes up, they may continue dancing... which means GET THIRSTIER, and the bar sells more liquor, which... smart owners, watch that, just as they do NUMBER OF PATRONS. Opens the door to more money for the band, when you can prove that bar tabs are bigger, when your band plays there!
But hell, some of this you have to be flexible on.
You can make the best set in the world, and then realize that the people in that particular place gravitate more toward a certain style, so you sometimes alter the sets on the spur of the moment, to keep them happy.