If your band is just three or four people, then your basic lighting can probably be a series of four or eight stage wash lights on stands at the front of the stage pointing back at you. Even on a smaller stage you can place small effect lights such as strobes or siren beacons in front of the drum kit to give some variety to the show. Spotlights for a small band in a small club are not necessary, and lighting segments of the stage will not work because of the size of the venue. You will just wind up lighting up the entire stage.
Try placing bright white lights directly behind the band and turn those on once in a while for an interesting effect. Rope lights that line the stage and the amplifiers, strobe lights, siren beacon lights and other small lighting effects can add a lot to a small club show. There are also powerful LED lights that can change colors with the beat of the music and can be used as simple on/off lights to add a colorful effect to the entire stage.
Investing in the equipment to put on a great light show in a small place is one thing, but then you have to concern yourself with who will run the lights. In the spirit of small bands playing small clubs it is possible to run the lights yourself. If you use intelligent lighting, the controller board can be programmed to follow the beat of the music and cause the lights to change colors or strobe. All you would need to do is press a button on the programmed controller board before the song starts, and the program will do the rest. Foot pedal boards on stage will allow you to easily control any of your basic on/off lights while you are playing.