if they were going to be a fan club, i would imagine that a t-shirt would be involved maybe a quarterly newsletter, a drink coupon, maybe a parking spot for the lot, a 930 sticker, and possibly access to vip areas only on nights that its not filled with band friends, label reps, radio people etc... possible options for this could be by email the day of the show and having to be the first to respond. Although it is rare when there are empty spots up in vip , even if it looks empty I'm sure more passes were given out. ANd last but not least a chance to meet the band in a meet and greet setting, if one has already been scheduled by whatever radio station..
with all this being said , a lot of this is overrated or just not entirely possible...the vip area , would hardly ever come up except for much smaller shows, and the meet and greets aren't that great and involve co-ordinating with radio stations, which from my expereince aren't always the best organized.
hope some of those ideas might help, although i nicked most of them from other posts