Short answer: They are probably turning up too loud, or hitting drums too loud. Find the worst offender in the band, and call them out on it. Continue until the band is under control. If they don't have monitors, they all need to be quiet enough for the vocalist to hear him/herself. If there is no vocal monitor, rent one and use a y-split cable to feed it.
Rule of thumb: if you can't hear the words, you're playing too loud.
Long answer:
Professional touring bands eliminate this problem by hiring a skilled sound engineer, and including adequate monitoring equipment in their technical rider. I cannot stress enough how much you learn by hiring a competent tech staff and considering them members of your team. I strongly recommend this, but you may not be in a financial position to choose this option.
Small venues may not have technical staff, however, the stages are small, and you can manage monitoring easily my simply choosing good stage volumes, performing with an awareness of the environment, and aiming your amplifiers according to who needs to hear what. On any small stage, it is possible to attain a good balance of sound for all members by communicating with each other and remembering that you have not only volume and tone, but also aim at your disposal.
Any large concert venue will provide technical staff and while they are not familiar with your specific band, they are capable of providing what you need.
Learn your engineer's name and then:
- Communicate well with your engineer
- Ask for the correct things
You do not have a lot of time to sort this out, so make sure you have done all your prep work before you get on stage for line-check. Unpack and tune your instruments. Set up your amps. Place them off-stage, ready to use so they can be quickly moved onto stage and only need to be plugged in to AC power.
Everybody get on stage and stay on stage until line check is done. This is not the time to run to the bathroom or get refreshments. Do that during the previous band's set.
Each person in the band should take turns communicating with the sound engineer (through a microphone) what they need to hear more, or less of. Musicians without microphones should have a dedicated band member (say the lead singer) communicate on their behalf. The engineer will turn the sound up or down accordingly. As a general rule, only have the engineer include in the monitors things which you cannot hear. Including more will impede the band's ability to hear once things really get going.
When you think the monitors are balanced, everyone in the band should play a few notes together to ensure that everyone can hear when the band is in full swing. Typically, the singer will say a few words into the mic while this is happening, in case vocal monitoring is deficient.
Finally, start your performance! You will find that you may have over or underestimated how much of each thing is needed in monitors before you got warmed up and played a song.
After the first song, if there are serious issues with monitoring, simply ask the sound tech to assist by saying something like "Richard" ... you did learn his name, right?
"Richard, can you turn down the stage-right guitar in the drum monitor please? Thank you!"
If you're smart, you'll follow up by complimenting the sound-man on mic. "Give it up for Richard, who's doing an awesome job on sound."
Your mix always sounds better when that overworked tech feels appreciated, and your fans will love that even though you're superstars, you really appreciate the little people.
Most of all, relax. Play like you play at home. Don't get too caught up in the excitement. You know how to play the songs. Now play just like you do at rehearsal.