2 things I fucking hate when a new DJ comes on... Stopping the music to introduce them, and playing a song that is way too mellow for the already hyped up crowd. There is also a third thing that kind of falls under each of the previous categories, and that is to play a song with a long ass intro, and the beat doesn't even drop until a minute and a half later.
DO NOT DO THIS! I know you probably won't listen to me, but seriously, if you actually DO listen to me, you will engage the crowd much much more and keep the party flowing. Now sometimes stopping the music works, as long as your first song is a heavy one, but even then, you shouldn't wait more than 10-20 seconds and there absolutely must be an MC hyping up the crowd. This also should only be done if you are the headliner. If you do this, you or your MC must also give the DJ before you props or else you just look like a douche bag who is full of themselves.
First impressions are so crucial here. Your first song you drop and the way you transition will speak volumes to the crowd about what your vibe is all about. Sometimes if your introduction is bad, you may not be able to bounce back from a dead dance floor. This isn't always the case, but some audiences can be fickle and quick to judge and stereotype you, especially if there is another room to go to.
You should also never go over your set time. This is such an asshole thing to do. Seriously, if you do this, you are being an asshole, straight up. It is no one's fault you started late, or are "in the zone". Be a fucking professional and let the next person do their thing.
Also, if your last song is something way off genre, like an old blues song or love ballad, you had better be the DJ closing the night out. If there is a DJ after you, and he has to keep the party going after you just played "Hello" by Lionel Richie, you are a fucking DICK!