You SHOULD do some sort of warm up on stage even if it is just a few notes. You should get a feel for balance and how the room is different and be ready to adjust. There is nothing worse than feeling great about your performance, but you have that one clarinet or tenor saxophone sticking out the entire time!
I also advocate for having staff in the audience almost live produce the performance and communicate with the conductor because what you hear on the podium isn't always the truth!