Secret trick to get people in the audience to sign your mailing list AND be part of your inside club.
At every show you do, from now on, bring a camera and a notebook.
About halfway through your show, when everyone is having fun, take pictures of the audience, from the stage. Tell them to smile, make a face, hold up their beer, whatever.
Afterwards, pass around the notebook and say, “Please write down your email address in this notebook, and in a few days, I'll email you, telling you where you can see YOUR goofy picture on my website.”
At the end of the night, before bed, write up a journal/diary/memoir of that show. Scan and upload all their pictures onto a page of your website. Dedicate a page of your site about that show, with the diary, photos, and a little link on that page that says, “If you were at this show, please introduce yourself!” - so people can contact you.
Email everyone that was there that night. Of course EVERYone will go look at your site. How could they not? People are infinitely more interested in themselves than they are in you.
Stay in touch with them all!
The other hidden idea in this is to make every show a Real Event. A Big Deal. Something worth documenting. This will get you out of the habit of thinking of it as “just another gig.” Because for many of your fans, it's not. It's the most fun they've had all month.