Can you act?

As I was reading the posts, I was reminded of David Bowie - if I remember correctly, he had difficulty with this in his early days, which is why he took on different "persona" - Ziggy Stardust, etc. He was "playing a part" he imagined.
Remember in a live situation, you're working for the audience. It's your job to entertain them.
Another thing you could do between songs, string change moments, etc. - have a conversation with someone in the audience. As if that one person is the ONLY one that matters. Connect!! If that goes over well, do the same sort of thing with someone else in the audience at another pause.. It sort of gives them (the audience member) their moment of fame. - Shift the focus a bit...
Having some kind of interaction helps tie things together between band and audience - and it doesn't have to be limited to dance.

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Tom Tracy
http://www.soundclick.com/tomtracy