Fortunately, I rarely have stage fright problems. I think I've been performing long enough to the point that I don't worry about it anymore. And it's also a matter of being confident and having self-assurance (meaning, being sure about yourself and all the stuff that you'll be playing live). So, as an advice, just keep on building that confidence, be relaxed and focused, don't think too much about things like pressure, expectations, etc,... And most important, have fun. Enjoy the moment! Show the world that you're loving what you're doing.
Personally, I think hindi dapat maging mahiyain ang mga musicians, in general, especially during performances.
Maybe I'll get a stage fright when it will be like a major concert situation, or when there are numerous big-name artists who will be present among the audience. I may shake up a bit, but I'll try my best not to make it affect my performance and our music.