you can burn your guitar, or throw it into the amp, if you are rich enough to buy a new one after every show..
but seriously the most important thing is dont try to do "cool" things, if you are not sure they look cool, and dont put them in places they wont fit.. for example: a band from my town was playing in some club one day and their guitarist played the guitar behind his back.. now this is cool, only if you have a good powerfull solo, in his case he didnt have one so it just looked odd.
in my opinion the best is to move around like jimmy page did, he always looked cool on the scene, even if he wasnt jumping or something like that, his moves still were cool