Contra dances usually run about eight minutes, which is really kind of long.  To keep things interesting, it's common for bands to play sets: a series of tunes that go together. But what does "go together" mean, and how do you make your own sets?
The first consideration, and it's a big one, is that the tunes in your set all need to work for the same dances. If you make a set from one tune that works well for repeated A-part balances and another tune that wants repeated B-part balances, the tune is not going to match the dance at least half the time. I recommend Andrew VanNorstrand's excellent Musician's Guide to Contra Choreography for a lot of ideas on how to think about playing for dancers, including how to think about what sort of music supports what sort of figures.
When putting together sets you want to have a range of options so that when the caller asks for "a really smooth pretty one, but with a balance at the top of the B" you have something you can pull out. Over time you'll get a sense of what callers tend to ask for, but a good starting place for a band about to play a standard 3hr 11-12 dance evening might be ~14 sets:
- One opening set to start the night with, probably reels, with very clear good phrasing
- Two smooth marchy sets
- Two or three driving reel sets
- Two or three chunky reel sets
- One reel set that's chunky in the A part and smooth in the B
- One reel set that's chunky in the B part and smooth in the A
- One or two energetic sets that feel different: rags, quebecois, bouncy jigs
- One or two smooth pretty jig sets
- One or two groovy jig sets
The second consideration is how the tunes relate to each other. This includes energy level, apparent tempo, key, mode, etc. A very common (and effective!) story to tell with tunes is one of increasing energy: the tune change brings lift and excitement. This usually means moving in the direction of more notes, higher keys (G to A, not A to G), greater intensity.
Telling the opposite story well is harder, though possible. You can build excitement, and then drop down at the tune change. When I've heard bands do this well, sometimes it has felt like the hall is taking a sigh, stretching and relaxing, as the music opens up and takes a breath. Other good versions have involved replacing exuberance with tension, where the energy doesn't disappear, but it's no longer on the surface. Don't leave the dancers feeling like the energy just drained out of the hall. Generally you'll build it back up again from there, and it can feel a bit like it's a trick on the dancers if you don't.
Other more complicated stories can work well too: slow builds, ups and downs, taking it sideways into a very different way of interpreting the same dance. Pay attention to what you enjoy when you dance to bands you like, and figure out how their sets work.
While you can change tunes without changing keys, modes, and/or rhythms, it is a bit of a missed opportunity. Generally people will change things, but you do need to make sure that the tunes go together. The most reliable test, and the ground truth, is to play them together and see what you think, but some heuristics can help you find pairings that are likely to go together. Keys that are off by a whole step (D to E), a fourth (D to G), or a fifth (D to A) generally work well, as does changing between relative minors (D and Bm). If a tune has multiple keys, what matters is the keys at the transition, so a tune that is Amix/G acts like a tune in G when you're switching out of it but Amix when you're switching into it.
A third consideration is how many tunes to play. I like two-tune sets a lot: this gives time to settle into a tune and explore different ways of thinking about it, but not so much time that I run out of ideas and get boring. Single tune sets can work well for a trancy feel, or if you have a really big story you want to build with smooth sweeping changes over the course of the set. Sets with three or more tunes can be good when you want to be especially exciting and flashy, or have a lot of dramatic transitions. What works for you will depend a lot on your band; some bands rarely play fewer than three tunes while others rarely change tunes at all.
As a contra dance band you have an enormous amount of freedom to choose what you play, and in playing live for dancers you have a great opportunity to learn what works. Make choices, take risks, and see how they go over. Do more of the things dancers enjoy, get feedback, and learn to tell stories.
 I recently played a dance where the caller would run some dances about eight minutes, but then also ran three of the dances for fifteen minutes each. Please don't do that, or if you're going to do that please warn the band first!
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