I'm still a way's off from adding video projection to the band's light show. I am doing some research and brainstorming. Something I'd like to try is to find some sort of material that would work for a projection screen backdrop, but also have a crumpled texture to it.
I've had very good luck with using crumpled window screening material as a backdrop with downlighting. It's a great look. However, I don't think that it would work with a head on projection. Ideally the material would add some gain to the projected image, but I do not know if anything exists.