I try to use in-ear monitoring whenever I can. That way the volume level is clean, clear, and I don't have to blast volume all around me.
Typically I'm looking for the guy with the best rhythmic feel in the band and getting him up top in my mix. Sometimes that's the bass player; sometimes it's the rhythm guitarist (especially if he's playing acoustic); sometimes it's the piano player. Your mileage may vary. I bring in everything else I
need to hear under that (like a lead vocal or a soloist), and then anything else I think I might want to hear to fill in the sound (low volume keyboards, etc). Usually backup vocalists are left out of my mix (unless one of them's going to pick up the vocal during a song), and if there's anyone with suspect timing in the band (constantly rushes or drags), they get turned down if there's no other option. That's the beauty of the in-ear console.
Like Bermuda said, you have to have some faith in your FOH sound guy. Usually large venues don't allow anyone to walk out in front and hear the band from the audience's POV. So cultivate a good working relationship with the FOH guy; if he know's what he's doing, he'll dial you in and you'll never even have to worry about it.
Oddly enough, like Gvda said, I get more nerves in front of small crowds than in front of large crowds. Usually in a larger venue, you can't really make out anyone's faces and it becomes kind of microcosmic on stage -- you'll be watching the guitarist, vocalist, etc. for cues and shapes and interplay. You can almost pretend you're in rehearsal instead of on stage. But in small venues, often there are people ten or fifteen feet away from you, where you can clearly see if they're digging it or not. (Speaking of rehearsal -- the more rehearsals you have, the less nervous you will be. Honest.)
My secret? I never wear my glasses when I'm playing. Then I don't have to look at the crowd so much