It's sometiimes hard to be polite but I find a jovial attitude to telling someone to feck off helps soften the blow. I recently used this approach....
Punter - "Do you guys know any (insert band here/song)?" [i]Here we go.....[/i]
Me - "Sorry it's not in our set tonight .....but it a top tune!" - [i]Attempt to be civilised...[/i]
Punter - "Aww come on play (insert song here)." - [i]rebuttal......[/i]
Me - "Do you have it on your phone?" - [i]the set up....[/i]
Punter - with a big smile "Yeah I do" (and reaching into their pocket for said phone).- [i]Hook.......[/i]
Me - "Well away outside and listen to it, then come back in and enjoy yourself"...cue winning smile [i]Line.......[/i]
Punter - "I'm that guy aren't I" and left us to play the tunes. [i]Sinker........[/i]
We get this alot and it's either play that song again or a request for a song that we'd never play. I'm normally more receptive and likely to banter with a punter off mic as it keeps them away from the singer who has little patience as he's usually getting video's by an iphone with the light blinding him! People!! tut!