The glory about playing live is that it was loud....fun....and suddenly over. When you make mistakes live, they are instantly over and behind you. The crowd remembers the loud fun entertainment factor and rarely remembers the mistakes. Also, you know the music better than anyone...your band has probably played it a million times, so your mistakes are very obvious to you (as a member of the band). When you do make a mistake live...just keep going and don't pull a bad face...no one will know the difference.