Great piece of gear, I have used one for 3 years now and love it. Make sure you bring any connector cables with you (RCA-1/4"-XLR) so that you know you can set the SX2 into whatever system the club has (Mixer-Powered Speakers-Amps). It would also be good to know the space you're working in so you'll know where your gear will be as well as your laptop. Also make sure you bring a laptop stand that will work for the gig.
I'm assuming it's a club with a DJ booth already so you'll have to work with in the existing space. Good luck and report back.