With all the people around me pulling out their camera/phone/pdas these days at shows, I never get nervous about checking levels anymore.
Instead of using the light on the dat player, I use a keychain flashlight with my hand blocking the sides so it doesn't bring any attention to me.
flashlights can be more obvious sometimes tho, unles they are colored. those little colored led keychain lights work real nice too
While I'm waiting for the show to start, I use mine to help the ushers seat people. Never hurts to help your fellow usher and the smile they give you back helps puts you at ease for the next few hours.