The guy I work with now just takes his guitar out with him at night and hits all the clubs and cafes, asks to play, and jams for a while. Other times he'll just head out to the corner and play for beer, cigs, and money. He has a lot of fun. He also has a CD out so he can make cassette copies for club owners as a demo and he gets gigs that way. So, for me, knowing people like this and getting into band that have people with connections is the way. So try heading out on your own and trying what my friend does or try auditioning for bands that have older/experienced leaders that know people.
Also, if you're in a band with little or no experience then put together a little demo tape with a few songs and take it around to the places you want to play. You'll only probably need about 40 min. worth of music to put on one set.
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