Depending on the venues you're taping at, and how nerdy you want to look, here are a couple of items I've found that helped:
1) a small but strong flashlight. I learned this from DatPat (Pat Myers). There are always people walking around, dancing around, talking etc. When it gets busy, traffic will start getting uncomfortable close to your stand, and you don't want anyone to accidentally knock it and change the placement of your mics. So what you can do is turn on your flashlight and show them where to step around your stand and your gear. When people are talking in front of your setup, you can turn on the flashlight to get their attention, then point at your mics to show them that you're recording. Most of the people are pretty respectful.
2) a lanyard with a badge or something to wear around your neck. When interacting with the people stumbling around or talking by your rig, people think you're with the band or with the venue if they see a badge. I used my work keycard. Most of the time, it's too dark and/or they are too drunk to ask any questions. If they do, I just say, "I'm recording the show for the band."