Most important above all is HAVE FUN! Rock out like you mean it! Stage presence is EVERYTHING! If you screw up, or someone else does, keep playing and the crowd will NEVER notice. Did I mention HAVE FUN?!
My first show I was so worried about staying on time and getting all the transitions right that I didn't 100% enjoy myself. Make sure you are well practiced enough so that's not an issue. If you have to look at your fretboard, so be it. But try to practice for the next month without staring at your board 99% of the time. A month is A LONG TIME to practice for one show. sit down with your band, get a setlist together, then just hammer that setlist out practice after practice.
The day before/day of, make sure you have every cable, fuse, tube, and backup xyz you'll need. Keep it all organized in boxes. Have a checklist. Make sure you check out the place once before or talk to the sound engineer to know what they have and what you need to bring. Have an idea of the setup time, where you'll park, how to unload gear, soundchecks, etc.
It's best to get all this crap out of the way so when you get there you just show up, say what's up to the dude at the board, and relax. Then turn on when it's your turn. Be NICE to the sound guy. He most likely doesn't want to be there and doesn't care about getting "your ultimate sound" perfect for you. Just as long as you can hear everything onstage, that's all that matters. Don't be afraid to ask him to make adjustments though. Ask the crowd how everything sounds after the first song. Be sure to keep an eye on your gear...people do steal things.
Engage the crowd with chants, jokes, introductions, quick stories, etc. They're there to have a good time. Throw in a fun singalong cover the crowd can enjoy as a break. Create a facebook/myspace event and market the heck out of the gig. Venues invite you back if you bring people.
Don't expect for everything to be perfect. It never will be. But walk away knowing you did well.
Oh, and....don't get drunk!!