Not much to add.
A lot of console operators will slap 4:1 compression with -6db threshhold on your sum and let the PA limiter take care of the rest. This of course will not happen in a DJ style club, where you often are forced to play through a dj mixer.
Personally i run a familiar track off my rig at soundcheck (insist!) and listen off stage. Then make minor adjustments, keep in mind empty venues sound harsher than full ones. Also, not everyone can afford their own soundie.
I run my own night once a month, as well. My experience is that turning up the gain on a soundcraft or better will usually saturate the sound in a more pleasing manner than two serially chained digital limiters…