Here's a short clip of my first show, which was BRKfest 2012:
To prepare I put together a set of tracks I could sort of string together DJ-set like. I think I had maybe two pauses in the music. I have terrible stage fright so I didn't want to have to fill any silence with banter. I practiced my set a bunch.
I did have a technical problem though. During the beginning of one of my 2xLSDJ songs one of the game boys froze and I could not get it to work. I apologized and restarted the song.
I recommend bringing something to drink onstage (water, alcohol, whatev) because I didn't and I got very thirsty.
Overall I think it went well but it was a chip show and the crowd knew what to expect.