I noticed while reviewing some footage shot from a video test at Mark's place for the Grenade video some footage of my moving my hand through the projected light. Because the camera is pointing down at my hand, the background is that of the floor in the dark projection room, so it is completely black. My hand was illuminated brightly and had swirling colours moving over it. It looked really good. I think I might try some of this technique when shooting the live performance material, have them appear without the projection hitting a screen behind them but rather disappearing into nothingness or perhaps hitting a screen or wall off camera. That way the only illumination appears on the people and instruments themselves while they are surrounded in darkness. The opposite of a man silhoutted by bright light, if you will.
I think a mix of techniques would be interesting.
When shooting the band in front of a screen so that the projection appears both on them and around them, I will try to angle the camera to minimise the appearance of their shadows. Or, if possible, to frame them with their own shadows so that they are outlined by them and seperated from the image on the screen.
I think I need to spend a lot more time trying stuff out.