Seriously, "fashionably late" is not the cool thing to do when you have a set at a club. It's not cool to the promoters who have to go out of their way to get you in through the ropes and it's not cool to DJs like me who are waiting for you to show up so I can take a break.
I always show up to the club early. 10pm early, when doors open no matter what time my set is scheduled. Why? Because I want to listen to what the other DJs play for my pleasure and to get ready for my set. It's irritating to have a DJ come after you and the second song he plays is the same song you played 2 songs before he got there. Not only is that embarassing to the promoter, but it is a crowd killer. Ever been to a club where they played the same song 3, 4 times that night? Irritating isn't it?
Another reason to show up early is common courtesy. I remember spinning at Jimmy's Lounge, scheduled 9pm - 11pm and the next DJ showed up an hour late. An extra hour to spin is not a problem, the issue arises when I have to alter my plans after my set because you did not have the courtesy of showing up for your set early or on time.
So, show up early, meet and network with other DJs, and get a feel for what the crowd is like. Promoters will like you and DJs like me will respect you.
Not much to talk about here but show up early to setup your gear. Something always goes wrong. Budget some time for troubleshooting.