Where there are the means to a video projector, some background videos would be nice!
If you usually play on small venues you can use almost anything the Internet (beware that other people's work cannot be profitably exploited - meaning, it is illegal to have a movie playing while you're performing, unless the place you are performing has a licence to that).
If your music is relevant you can collaborate with a dancer and she or he can perform while you are performing! It depends on your music. You can go as far as having lighted candles and incense burning sticks to create a vibe, or hang black and white stylish retro pictures of people on a plain rope behind you, and narrate fictional short stories about them and link your songs to them. (I've done all of the above).
Don't be shy and don't be afraid. And test these first with your trusted friends!