Anytime you shout the name of city your in, this seems to get the crowd to yell yea!!

Like "is Los Angeles in the house!"

throw sweets at them!!!! then of course they'll eat them then go hyper! :) sugar russsshh

BRIEF ARTICLES WITH A FEW GOOD POINTS IN EACH:

Keeping your heart connection (from CASA The Contemporary A Capella Society)
http://www.casa.org/node/1705

Engage your audience with eye to eye contact.
http://www.wiretotheear.com/2008/07/07/engage-your-audience-with-eye-to-eye-contact/

Observe marketing tactics from other industries
http://musicnv.weebly.com/2/post/2008/11/observe-marketing-tactics-from-other-industries.html

Performance Tips (about classical music)
http://www.nycclassical.com/Tips.html

(scroll down to the 5 points that fans want to hear about for ideas for content
for your sharing moments to put into the transitions between your pieces and sets)
Connecting With Your Fans: Ideas For Blogging Musicians
http://evolvor.com/2008/03/29/connecting-with-your-fans-ideas-for-blogging-musicians/

Connecting With Your Audience (article from Christian Musician)
http://www.crosswalk.com/540058/print/

Speaking as a Performing Art
http://blog.guykawasaki.com/2007/06/speaking_as_a_p.html

FOR FUTURE RESEARCH
For the future, maybe if you are in a place where you are not in danger of smashing anything you could try something like this, this is an example - there may be other products out there that people like even better. If you know anyone who has used such things in their show you could ask about their experience and any recommendations:
CROWD BALLS
http://www.giantinflatables.co.za/products/crowdballs.html

Watch live concert dvds of those who are pros at audience interaction. Libraries may lend live concert dvds free, music stores also carry them, dvd rental places probably have some, or go to an aggregate site like http://www.amazon.com to find them and go from there.

LINK: Amazon.com music/dvds page - lucky you, sale on right now at least 25 % off on all music dvds, and 43% to 50% on others!
http://www.amazon.com/Music-Video-Concerts-DVD/b/ref=amb_link_7154062_36?ie=UTF8&node=163420&pf_rd_m=ATVPDKIKX0DER&pf_rd_s=browse&pf_rd_r=1A6SWYDF15HPD8QDM1N1&pf_rd_t=101&pf_rd_p=477324191&pf_rd_i=5174

I am sure that you can think of many examples off the bat like Mick Jagger, Madonna, etc. who are well known but there are also many bands who may not be so well known who do this well. Recent concert shots from Hillsong United live show them reacting with their audience well.
Creative Commons photos by alyssarempel

Crowdsurf!

Saying the name of the city you're in is a great idea. But also, if the town has any rivals in sports or otherwise, bring them up and tell the crowd how much better their town is than the other. Example:

"This morning we were driving down (pause for effect) Route 401. And we thought they knew how to rock in Shelbyville (hold for boos), but nobody rocks like Springfield!"

Its the voice. Its the humor.

This is cross posted from the direct answer for the info of others - perhaps best not to make this Best Answer.

Dude. There are a lot of answers, but I need to know the type of venue and the age/type of crowd. It is going to be a lot different answer if you are playing at a Bank of America corporate party at the Ritz Carlton in Sarasota than it will be playing hip hop at The Swamp in Destin. I play professionally and have played to these types of crowds before. My brother plays in front of up to 100,000 people a night, and I've picked his brain a lot about what makes his show so effective.

Engage the people. That is what you have to do. No matter how you do it, get the people involved. You have to think of it in this mindset -

"I am doing this for them, not for me." "This is their show, not mine."

Unless you are Eminem or Justin Timberlake, they are probably more interested in having a good time than in idol worshipping you. So you need to make them have a good time.

1. You have to come out CONFIDENT. You can't be anything but confident. In my band, the lead guy usually comes right on to the stage after the introduction with something like "Yo, what's up, Destin! Man, you guys look wild. ::looking at band:: What do you think? I think these people are going to tear this place apart if we don't rock shop. These are some serious party people. So are you guys ready to party or what? (yay...) Naw, man, that was weak. Let's do that again. ARE YOU GUYS READY TO PARTY? (Howard Dean scream from audience)" All right Destin. Let's hit it." ~song

Sounds cliche, but having a strong intro and a damn good intro song that shows them what you're all about is key. If you can get them at the beginning, it will be easier to keep them. But if you come out weak, you'll have to win them over during the performance.

2. PICK GOOD SONGS. If this is a cover band, it can take years to find the perfect mix for your band and you need to constantly manicure your set list. Regardless, don't play anything YOU WANT TO PLAY over what THEY WANT TO HEAR, unless you are playing original songs, and this doesn't matter. Never let yourself play a song you think is cool over something that works. They don't care, I promise.

3. USE A WIRELESS MIC (better, have two). A "real" wireless. A Shure or Sennheiser UHF mic, usually in the $600-700 range. This will give you the freedom to be mobile around the stage, interacting not only with your band members, but also with the audience. One of the things that always works is to use the mic to get the audience involved. You can do the rock star thing and point the mic at the audience during a chorus line, but the best thing to do is get into the audience and let them sing onto the mic while you hold it. For insance, "Sippin on gin and juice... laid back..." ::point it at some hot girl:: "with my .. mind on my money and my money on my miiiiiind!!!"

4. IF SOMEONE CAN ACTUALLY RAP/SING, GET THEM ON STAGE AND LET THEM SING. You can tell, for instance, if there is a guy in the front that is REALLY into the music and is singing/rapping along to every word. Say "Dude, can you sing/rap?" but say it on the mic. "For real? Dude, you're not just drunk right? All right man, get up." Pull him up and then go back and forth with the guy, chiming in to help him if he is messing up. This works better mid-song because it looks spontaneous.

5. LEVERAGE THE FRONT ROW. The front row, on purpose or not, is your bread and butter. When you sing or rap to them, you need to crouch down when you do it, and basically be right up in their face. Don't sing/rap down to them like a rock god. If you are confident enough to get right in someone's face, well, that is what separates stars from posers. They will buy it, trust me. When you bring people on stage, they'll be in the front row.

6. BE SEXY. Look the best you can. I know you can't do this for tomorrow, but you better look your best. They need to love you. If they love you because you look good and are confident, the music doesn't even matter. You just have to win them over somehow.

7. GET GIRLS ON THE STAGE. If you have some hot chicks in the front and you are carrying the crowd well, they will invariably want to get up there. Just look at them and say "Get up!" and help pull them up. Security will be watching you and them carefully, so you only want to get like 4, 5 max up there, or security is going to swoop in, because they will start stepping on gear and knocking guitars over. They will all dance around you.

8. PLAY WITH THE AUDIENCE. "Yo man... this next song. It's really hard. Yeah. I don't know if they are hard enough for this song man, I don't think we should play it. This sh*t will scare them. "BOOOOO" What? You guys think you're hardcore? "Yah!" Oh man. ::laugh:: I dunno, that was pretty weak. ARE YOU GUYS INSANE OR WHAT? "YAH!!!" Do you want to hear some hard sh*t? "YAH!!!" "Are you sure you don't want to hear some Jimmy Buffet?" "NOOOOOO!!!" "OK, I was wrong. You guys are bat sh*t crazy!!! Guys, hit it."

9. STOP IN THE MIDDLE OF A SONG. This drives people crazy. If you are playing all live, and it is really, really crazy, then somewhere, best to do it before you hit a part where they know the words, just stop completely. Everyone. Just stop. Don't move. Don't say anything. Don't do anything. Just stare at them. Maybe turn your head slightly to look around, with kind of a grimace, maybe put your arms up in the "huh?" gesture and mouth (not on the mic) "What? I can't hear you? What? You want more?" Do the "ear thing," and if they roar, look back and do the 1,2,3,4, and hit it HARD. Jump around like a maniac. Go nuts.

10. BE PROFESSIONAL. Don't act like an amateur. Everyone should play just what they are supposed to play when they are supposed to play it. If the drummer has a tendency to be Neil Peart the whole time, make a deal that you'll give him a drum solo, but the rest of the time, just play the effing drums. Same goes for the guitarist. EVERYONE - keep the volume on stage reasonable. You should be able to yell something across the stage off-mic and someone should hear it. DON'T TALK TO THE SOUND GUY ON THE MIC, unless you are in an indie rock band. Gesture to the guy on the mic, point at the monitor, point at the musician, and point up or down. Don't make a presentation out of it. If there is miscommunication, tell a technician to tell the sound guy your requests, but tell him off stage.

11. DON'T SCREW AROUND BETWEEN SONGS, UNLESS YOU ARE TALKING TO THE AUDIENCE. This dead time is a killer. A KILLER. We are talking seconds. Enough time for the singer to say like, "All right! We're having fun!" 1,2,3,4, KICK IT.

12. DRINK WITH THEM, TALK ABOUT DRINKING. Generally, your job at (even large) venues is to sell drinks. Talk about drinking. It is your call if you think this is professional, but sometimes it is cool to say (POLITELY) "Yo, bartender, can we get some drinks up here? All these people are getting wasted and we don't want to get left behind. And all you people that don't have a drink, go get one now because after this song, we're going to do a shot together." Then play a song, maybe a longer one. You're trying to encourage people to go buy drinks. Then you have your shots or whatever. "All right guys, you know what's up. It's time for a drink. Hell, you guys are crazy, so let's make it a toast. Hold up those drinks high so I can see them. All right. We've been... all over. We've played in Seoul Korea... Mexico City... Portland Oregon... Calgary Alberta.... so first, I want to toast to the absolute, craziest bunch of MF's I have ever... ever seen in one place. You guys are INSANE!!!! Second, we've got a lot of good guys keeping us safe in the States and fighting for us overseas, so we're gonna toast to everyone in the armed forces! Army, Navy, Air Force, Marine Corps, Coast Guard we love you guys! Thank you for what you do! Yo if you see a uniform out there, buy that guy a drink, because he needs it!" (dude, you don't even know how important this is, and it works EVERYWHERE. Our singer is a former Air Force captain... after toasting to the military, the whole crowd will cheer, and we usually get military guys buying us drinks for the rest of the night, and we usually party with them afterwards. We've even had military guys help us unload and break down. And they really, really appreciate being recognized.)

13. TELL THEM YOU APPRECIATE IT. Before the last song, tell them how much fun you had and how much you appreciate it. "You guys.... you guys were an absolute blast. Unfortunately... (BOOO) yeah, unfortunately, we have to get the hell out of here or they're going to call the police. We don't want all of you guys drinking 40s and smoking blunts to have to eat your stash, so we gotta bolt after this one. But seriously, you guys were in credible. Man, as soon as we can, we're coming back here to party with you guys. But for now, we gotta chop it up. Thank you guys, we'll see you soon. 1,2,3,4, KICK IT.

The first thing the crowd wants is to simply be acknowledged. They want to hear the band or performer recognize them and thank them for coming. Talking to the crowd and asking questions is always encouraged. Even something as simple as "How is everyone doing tonight?" does the trick. Simply make the audience relaxed.

Another great way is to play something the audience knows. Covers are a great way to get the crowd pumped. They can walk away from the show telling their friends, "Wow! Their cover was fantastic!"

I have played with a small band before, and my close friend is in a pretty big band. I know a lot about the industry, and I have seen tons of concerts.

The biggest thing is to simply not be an a-----e, because you are not the Beatles haha. Unfortunately. But if you're playing a show that big, you must be very talented. It's important to show the audience that YOU'RE HAVING A GOOD TIME AS WELL! Smile a lot, and be interactive. When the show is over, throw some guitar picks, and drum sticks, and maybe talk to the audience.

One last note. Any special skills or talents amuse the audience also!

Good luck on your show, I hope this helps!!

two words. Free Beer.

Hey hope you have a great show the fastest way to get them into it is to make it rain aka throw money in the audience that should get them excited

wear some funny looking clothes.