I’ve talked about this with headliners that know a LOT more about comedy than I do, and the consensus seems to be that, no matter where you are and/or what the situation is, avoid doing more than 30% new stuff.
You’re able to get comfortable with the crowd by using your tried-and-true stuff, and (more importantly), you’re able to get a read on what they like: you know how previous crowds have reacted to your tried-and-true, so when you bring up your new stuff you have a good gauge for what kind of crowd it is.
For example, if your set is all new, really blue (dirty) stuff and you bomb, you might assume the material is bad, when in fact the audience just doesn’t like blue material.
Or, if your usual stuff is about topic A, and your new stuff is about topic B, the crowd reacts differently to both topics. One isn’t funnier than the other, certain crowds just like one better than the other. You won’t know that if you’re doing all old or all new stuff. Its good to get a balance.
So…for every 10 minutes, only 3 should ever be new, even if its only a mess-around room that you don’t care about.