Get to the club or venue well before the gig to make preparations if the band is playing for an audience. Try to find a separate room to set up the mixing board and recorder in, or if a room isn't available, set up as far from stage as possible.
Record the band during a live gig via parallel microphone splitters, which effectively split the signal into two paths, one for the live mixing board and one for the recording mixing board. Hook up one end of the splitters or mic cables to a snake cable, if you have access to one, to avoid having multiple audio cables running all over the stage and creating a tripping hazard. You can also use direct input boxes for instruments like bass guitars and keyboards. A direct input box converts the signal to a low impedance, balanced input for easier recording.
Try to get your sound check done during the live sound check to cut down on time. Check the levels on the mixer and on the recorder to make sure the signal is not overloading, or clipping, the channel. An overloaded signal will cause distortion. If you can, put a limiter on each channel of the mixing board to avoid clipping.
Record the signal with as little equalization as possible and with as few effects as possible, allowing for flexibility during the final mix. Try to keep the signal flat. Listen for clipping or a distorted signal during recording. If the band is not recording in front of a live audience, you also have the luxury of going back and re-recording vocals or acoustic instruments later to get rid of any overflow from monitors or other instruments.