Great thread guys. I can totally relate, and I think most of the advice has been real good. I've been doing the on-stage thing since the early 80s, and let me tell you that things have changed a lot - on a number of different levels.
Almost all bands fall into the volume trap starting out. We've all been there: vocals only in the PA, start out the night with reasonable levels, but by the end of the second set your audience is plastered against the back wall YELLING at each other because it's so loud. Then as you progress and get into rooms with a full bore sound system, the guitarist won't turn his amp down, and the sound guy ends up hating you.
First, let me say that the amp's rehearsal sound should really approximate your live sound in terms of tone, but not volume. To compensate for lower volumes you are inevitably going to have to do a little tweeking - but you should always be in the ballpark on your settings. Boogies are real sensitive, so there shouldn't be a hell of a lot of adjustment required - just subtle changes. And whoever said that every room is different, is absoutely right about that. But don't get too anal about it. Trust your amp.
Here's what I do to hear myself. My band plays in three different types of venues. Oh, and I play through a DC-3. That's 35 watts of screaming EL84 boogie power, kids.
Venue 1. Small room (up to 75 people). For these gigs we don't mic anything but the vocals. My amp sits on the floor - that way I get the most bottom end that I can. Through EXPERIENCE I know what settings I need. Master volume on the amp will rarely go above 4 (not 4 o'clock). The key to good sound in these rooms is to let the drums dictate your overall volume. Then get the guitars etc up to your good levels, and add LOUD vocals on top into the room and back at you from the monitors. Instead of putting my amp directly behind me, I put it off to one side a little, further away from the drummer, as opposed to closer to him, facing straight out. This way I hear it off-center and it's not pumping right into the back of my legs. Unless the rooms starts out empty and fills up to capacity later on, you shouldn't be farting around with your levels once they are set. Trust me, if you have confidence in the way it sounds at the beginning of the night, despite what your ears tell you (aural fatigue), it sounds just as good, if not better, later on when you and your amp are warmed up and relaxing more as you play. Once you can get to the point where you have confidence that you are sounding good, it's a lot easier to play because you are simply not thinking about having to play with your volume etc.
Venue 2. Mid-size room (up to maybe 150 people). For these gigs we will throw a couple of mics on the drums, and rely on our amps as above. Obviously the levels will be boosted somewhat, but what I do is simply run my amp through a 2x12 enclosure instead of the internal 12. This gives my guitar a bigger sound without having to push the amp too hard. Doubling the number of speakers makes the sound bigger and slightly louder. Again, I put the cab behind me and off to the side so that I can hear. Vocals are kept dominant.
Venue 3. Big rooms and out-door gigs. Here is where we mic the whole thing up. When you are micing everything you do not need or want to be loud on stage. If the sound guy is good at his job, he'll give you exactly what you need in your monitors. So be good to him - he'll thank you for it. You don't need to be running your guitar amps on 11 to sound good through a full PA system. It makes it nearly impossible to make the whole band sound good if you are roaring away. I know we all need to drive our tubes to get the best sound, but as a compromise, what I like to do in these situations is either use my combo only, and run it the same way I would run it at a small gig and let the sound guy work with that, or if I feel the need for the BIG sound, I run the extension cab, but position it on stage so that it becomes a side-fill. That way it's not going to bleed into the vocal mics if I need big volume. But the BEST way to have a strong gig with a nice loud full bore PA is to keep your back line volume as low as you can stand it, and let the monitors do their job. Again, if the sound guy is good, you will get the full sound of the band - tailored to what you want to hear, pumping right into your face. It takes some time to get accostomed to the sound coming at you in stead of from behind you, but there's nothing quite as satisfying as hearing a studio-quality sound coming back at you in a live setting. Your ears will be happier at the end of the night, the sound guy will love you, and the audience will hear a well balanced and strong mix. As an added bonus, when you take this approach, if you are recording off the board, you get a great sound. If you are driving your amp full tilt, it will hardly come through in a recording at all because the sound guy has to trim you out of the FOH mix.
Wow - I said a lot. Anyway - that's my input. I've been doing this quite a long time now, and the sound reinforcement gear that's in use today really can make you sound good - if you let it do the work, and the guy who's running it knows what he's doing.
I know that the audience hear my sound better than I but still. I don't know what to do. In a place where we practise I have great sound, but when I come on big stage the sound is not eaven near the one I have in the practise room. What can I do? Any tips? Does anyone have the same problem?? 
