By Tobias Carroll There’s an art to coming up with the perfect set list, for most musicians. If you’re trying to keep an audience engaged and you have decades’ worth of music to choose from, that task becomes even more challenging. This isn’t to say that some bands or solo artists aren’t up for requests — but generally, putting a set in the hands of others is something confined to specific tours, which bands as disparate as Metallica and Yo La Tengo have experimented with. All of which is to say that it’s eminently understandable when musicians are less than thrilled when someone shouts out a …