Do you actively think about your attitude while on stage?

I just got pictures of my band's last show and man... Looks like all of us just lost a family member or something. On the other hand, it's hard to stay focus on my playing while smiling and looking at the crowd (BTW, looking at whom exactly?!), moving... In one word: to entertain. How do you deal with that? Is it something that just comes naturaly with experience or should we actively work on this topic?