I always wear a suit when performing... Seems to set the mood somewhat although it can be a bit hot at times especially if you're under a dozen or so Par-Can lights (normally 300 watts each) but you then have 8 pockets at your disposal.
The music I use to set the mood is called 'Heart of Reiki' which is very new-age and fits what I do perfectly (Bananafish knows what I'm talking about).
It all depends on what sort of magic you are performing. Obviously close-up table stuff doesn't need music but if you are planning anything on stage including childrens magic then it's what ever you feel will set the mood.
Believe me, it breaks the ice and the audience then know to expect something. It beats walking on to a stage in silence.
I hope that makes sense as it's a bit late, I've just got in from doing 4 gigs tonight (all with music) and I'm knackered!!
