Believe it or not, in all the years I have been playing live, I have not used premade set lists much... I like to read the crowd, I'd rather have song lists... If the crowd isn't into slow songs than rock the night away. If you're getting a better response playing one style stick with it... Change it for the next venue or maybe the next night, depending on the crowd. Some places I have played liked anything I did, some wanted to have their socks rocked off, and of course living in Fl there are places who love pretty and mellow ( mostly older people). Some want to dance... etc... If you're good at reading the crowd.. you'll know what to play. But varience is great as long as the crowd is into it. But if you go the way of no set list, make sure you have all your songs written down... so you're not stuck up there with dead air trying to think of what to play next... Been there, done that too... LOL... I know my approach might seem wierd to you, but what can I say... I'm a bit odd... But the crowds I have played to have all loved me... so far(knocking on wood)...
