This is something I have been thinking about writing a series of articles about because it never ceases to amaze me how ignorant the average musician really is about live sound reinforcement. But when you think about it, it really is understandable because the subject can become quite complicated with so many random variables that are completely out of our control that even for professional engineers with all the tools at their disposal, it still can be a giant guessing game where they just have to make their best, most educated guess and go from there.
After gaining some basic education, experience will be your greatest asset in helping to achieve the best setup possible within the varies elements you have to work with, so for now I would really stress, pay attention to all the vaiables and how the sound is effected by them and what works and what didn't work in trying to deal with them. You might even consider keeping yourself a notebook to note the little things as you notice them. One thing that is really handy to note is particularly difficult rooms and what was done to compensate for them. Down the road that information could become invaluable to you.
I watched an interview with the FOH (front of house, the main PA mixer) engineer for Rush, and he was saying that even the most seemingly simple thing has an inpact on the sound. For example, is the show in the winter or summer; and not for the temp or humidity issues you would think of at first, but because of the people. During the winter, expecially in colder climates, people tend to wear more long sleeve shirts and sweaters as oppossed to winter where they are wearing more short sleeve shirts and more skin revealing outfits. So what, you may be thinking. Skin is actually fairly reflective as compared to cloth which is sound absorbant so something that simple can have a major effect on the sound when your dealing with large crowds. The point is, that there are so many little varibles that effect your sound that you have to be ready to adapt on the fly and do the best with what you got to work with. But there is no substitue for a set of educated ears FoH.
Something else you really have to consider, is the soundcheck is not ment to be the perfect sound that you will be running all night. It would be nice if it were and occassionaly you may get lucky and all the planets are aligned in the perfect order and the gods of music are smiling down on you, but generally, as people start to fill the event and as the heat of their bodies start to warm things up and the shadow of the moon follows two young lovers in the parking lot, your sound will need a little tweaking. Warm bodies are expecially hard on the lower frequencies, meaning us bass players because they absorb the lower frequencies a lot more than they do the high freqs and you must be ready to compensate for that. As the musician on the stage you are in the absolute worse position to be the one to do that, so again, that is why an educated set of ears FoH is so essential.
The true purpose of a sound check is to one, make sure all your gear is working and ready to go, two, get your stage sound set and finally, to give you the best possible sound to start the night with. Avoid the temptation to try and make it sound perfect for the empty room you are in, but use your best educated guess as to what it will be like when you will actually be playing at the start of the night. So give some thought to how many people will likely be in the house when you start and make some allowances for them and for any other potential sound effecting varibles you can forsee with any amount of certainity. But as I said, be prepared to adapt on the fly. I would also advise doing what a lot of bands do, end your soundcheck with the song you are going to start your night off with; I think the benefit of this should be fairly easy to see.
In my opinion, even in small club situations, the best way to go is having everything run through the PA and not use your stage amps to be the main source of sound for the house. You should keep your stage sound and your FoH sound seperate. This means playing at lower levels on stage which in reality gives you and your sound guys far more control over your sound. This also gives you the advantage that once your stage sound is set at soundcheck, it should require very little tweaking throughout the night to maintain it. Then all your sound adjustments will be made from the main PA mixer whether you have an actual engineer FoH or not. In contrast, when using your stage amps as the main source of sound for the FoH what happens is ... Everything is sounding ok, but then the place starts filling up and the bass starts to get lost, so the bass player turns up his amp to be heard. But now he is so loud on stage the guitar play can't hear himself on stage, so he turns himself up and now not only is the bass not being heard, they can't hear the vocals anymore, and thus the never ending battle of volume is underway that eventually everything is so loud the vocals can't get anylouder withour howling from feedback and everyone in the crowds ears are so overloaded from how loud everything is that it all statrs to become noise to them no matter what you do. And this my friends is a horrible place to find yourself, because it is almost impossible to recover from this, because once you blow out your crowds ears, even cutting everything back to the way you started the night, the damage has been done and they won't be hearing you correctly anymore. Bottom line, get your stage sound setup correctly and use the PA to make any necessary FoH changes.