The answer is a decent Backline of multi-purpose guitar amps, drums (and/or keys). I try to make deals with some of the bands I play with to either use their gear or they use mine thus keeping the band changeover between bands and soundchecking at the begining to a minimum.
Also good Stage Management by the club helps out too. Each band has a place to put their gear and folks to help them get things on/off the stage quickly and safely.
These days, I bring just my acoustic guitar, a pre-amp/DI box and an echo pedal for my guitar (I don't even use an amp much anymore) and make sure I have everything I need to play either solo or with a band in 2 cases (guitar and breifcase with pedals, harps cables and whatnot) I keep them with me at all times and never let them out of my sight when I am at the club.
I had one really crappy experience on the road which I will re-post from my MySpace Blog here. It goes like this:
"It was the Soundman who made the blunder. He showed up late when I was early, gave me no direction as to where I was supposed to put my things, then when I finally figured out who he was and where I was supposed to do, it was already past my start time and the soundman then turned off the PA on me in mid-song and said "Thank You Howlin' Houndog!" Without the intervention of another local band I would have had to just moved my crap off stage quickly. I did get paid for that show, BUT I have never been treated so shabbily (nor would I treat another performer like that) It rattled me for days afterwards. I really didn't give a shit about getting paid I just wanted to pack my shit and leave. If it weren't for the two other bands involved who where way cool, I mighta just said "Fuck You" to the soundman (or if this were earlier in my career I mighta slugged him for being such a dickhead) Now to be fair he did appologize (sheepishly) later. I think I was still was the better person for letting it slide while I was playing and being pretty understanding in the end."