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Performing on amplified electric instruments is amazingly different from performing acoustically. Suddenly there're a whole mess of boxes, cables, amplifiers, and speakers between your instrument and the final sound, and any one of those components can make life wonderful or complete hell. If you're going to add electricity, you'll need to get a grip on some basic components:
Pre-amplifier
Having chosen an electric violin, you'll need a pre-amplifier to get the signal clean enough for effects processing and amplification. A preamp oftentimes has an equalizer built in so you can tweak the sound before processing, and some have an XLR output so you can connect the pre-amp directly to a mixing board.
Although I've spent a good deal of time without a preamp, I pretty much don't play without one now. The added sound quality is really worth it.
Amplifier
Once you have a clean signal, you need to drive speakers if anyone else's to hear what you're doing. For this you'll need a good amplifier, preferably one with tube transistors. In most cases these days you'll find that amplifiers (the component that boosts your signal to a level where it can drive speakers) and cabinets (the box that holds the speakers) are one unit (as shown in the picture at left of a common Marshal amp/speaker combo). A typical guitar amp will be 2'W x 2'H x 8"D, and will hold both the amplifier and one or two speakers. This is suitable for most small playing situations, and even some medium-sized ones (I've comfortably filled a renovated train station lobby with my 75W Fender amp, which has one 12" speaker). For larger playing situations you'll need a separate amp and cabinet (amps large enough to drive more than two speakers are almost never attached to the speaker cabinet itself), or will need to put a microphone in front of your small amp and send the mic's output through a PA (public address) system.
Amplifier "size" is measured in watts consumed per hour, with higher wattages able to drive larger speakers, or drive smaller speakers more cleanly. Another important amp characteristic is its construction. When guitar amps were first developed, they used vacuum tube transistors to amplify the signal. Although we now have solid-state circuitry to perform the same task, tube amplifiers still have a better sound. Most people describe it as "warmer" and more "alive" than solid state, and the distortion from a tube amp is almost always "browner" and more complex than that of a solid state amp. The downside to tubes is that they wear out and break, whereas solid state doesn't. When deciding on an amp, you should consider how much traveling you plan on doing with it, how important the quality of the sound is to you, and whether or not you need distortion. And of course price: solid state amps are cheaper to produce, and therefore to sell, so folks on a budget should probably start by looking at solid state.
Cabinet
The cabinet simply houses the speaker, but does affect the sound in a variety of ways. Depending on how the cabinet is "ported" (how many holes are in it to direct the sound being produced behind the speaker), the amplifed sound can be bright or dark or anywhere in between. There are even "cabinet simulators" that use solid state circuitry to mimic the effects of different cabinet configurations. In general, most novices would do well with a combined amp/cabinet with one or two speakers. More advanced players, as they get more picky about the quality of their sound, will be more concerned with the details of their speaker cabinet and its configuration.
House amplifier/PA
Most bars, hotels, and performance halls have a "house" PA system. This system will generally have a small mixer and amplifier through which you can amplify your sound for large rooms. Using a house amplifier means you can adjust the volume of your amps on stage for your own listening, and separately adjust the volume for the audience. This is particularly important in large rooms where the volume required from your amp to fill the room might very well make you deaf.
Stage monitors
You have no idea how important these are until you play badly because you couldn't hear yourself. If the house PA system is largely not audible on stage and your amps are situated so you can't really hear them directly, you need monitors. These speakers typically sit on the stage in front of you, and give you enough volume to hear yourself clearly. Although some folks see these as a luxury (I know I did), many situations make them an absolute requirement.
Microphones
If you want to talk to the audience, or worse yet sing to them (hey, yer a violinist, right? What're ya yappin' to the audience for?), you'll need a mic. On stage, a standard "dynamic" mic (like the Shure SM-58 pictured here...a very common, and fairly inexpensive mic) will be your best bet. These are less sensitive (and expensive) then powered "condenser" mics (referred to as such because they use "condensers," now referred to as capacitors, to transform the sound wave), and will give you fewer feedback headaches.
A quick note about feedback for those of you who have yet to deafen your audience with a raging wall of accidental feedback: a feedback loop occurs when a microphone is pointed at a speaker, and the volume of the speaker (or gain of the microphone) is high enough that the mic can "hear" the speaker too clearly. The sound from the speaker gets into the mic, is amplified, projected through the speaker, where it gets into the mic, is amplified again, and so on, getting louder and louder until it makes that lovely screaming sound that really gets the audience cranky. The simple answer is, don't point mics at speakers. If a feedback loop starts, the quickest solution is to point the offending mic away from any speakers. Having done so, it's then your task to find a way to play with the mic in its new position and face the audience at the same time. My advice (from experience, I'm afraid), is spend some time in rehearsal making feedback on purpose so you understand how sensitive your mics are, and what kinds of changes you can make to prevent any nasty experiences.
Cables
The last critical part. There are just a couple basic things to know. There are two kinds of cable in common performance use: quarter-inch and XLR. These names refer to the kind of plug on the end of the cable. Here're pictures of quarter-inch (left) and XLR (right) cables.

Other than the shape of the plug, the primary difference between these two cables is that an XLR cable is "balanced," that is, it contains a third wire for the ground. Quarter-inch cables are "unbalanced," and have only two wires to carry the signal. Over long distances (more than about 20 feet or so), unbalanced cables pick up stray electromagnetic signals and get noisy. Balanced cables, because they have the ground wire, don't have this problem and can be used over much longer distances. (Note that there is a quarter-inch balanced cable and plug. The plug is just like the stereo plug on your headphones, and is referred to as a TRS connector. TRS stands for Tip-Ring-Sleeve, and indicates that the cable has a third wire for grounding. But these kind of cables aren't commonly used. XLR is much more common.)
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