Eh, dealing with cocky players is easy. Just show them up. I tell a lot of people this, and they say "but but but but, the rest of the band doesn't realize that what I'm doing is better than what he's doing". And this point, its a simple case of.. if it sounds good, it is good. You may be playing some awesome Shawn Lane type stuff, but that won't cut it in a Metallica cover band (my last gig, ugh...).