What do you to achieve with your choice of first and last song?
Do you omit less immediate/longer/quieter songs?
Do you play your best songs nearer the start or the end?
etc

My band always used to go for a concentrated 25-30 minute set with as little talking as possible in between songs, ideally making a strong impact with the first song and then sustaining that momentum with mostly energetic, fast songs -

Really don't like it when bands hang around for 40+ minutes and have the appearance of indulging themselves