Bands and DJ's alike must anticipate requests and prepare accordingly. The professional quality bands, like disc jockeys, are constantly adjusting their song selection to take into account the latest trends. Experienced bands know which classics they should have in their repertoire. By classics, I mean the songs from the past that just seem to never die. And if a guest requests a song that the band doesn't know, some bands will try it just for fun.
Bands can usually be flexible with a song too.
For example, my band, Mixed Company , plays each song as closely to the original recording as possible. A DJ can keep music playing virtually all night without a break. One concern about bands is that they take breaks. It is virtually impossible for a band to play continuously for four hours with no break. Think of the last concert you went to by your favorite artist.