There is no better way to get direct feedback from the audience is to use great crowd work. Crowd work may start the second you step on the stage but for me it starts before the doors even open. I might wait patiently in line with the crowd and listen in on conversations and make small talk with the interesting people I meet. If you're a headliner and well known crowd comic this might not work for you. I like to hang out with the crowd to get a feel of who is out at in the audience. I get a few names of some people "strangers", if you will, to make a new friend and include them in my act.
Crowd work: Have some material where you can inject a name or two, but make sure its okay because you can lose a friend just as fast as you made one. Look around the crowd and find someone you can pick on. Where are all my Asian people? If you are Asian pick on the Whites.. don't pick on the Blacks unless you got the backing to prove it. And refer back to the audience or that friend you made in line to check if they are feeling you. You slay, they laugh it's a good kill!