Yep, it's pretty simple actually:
1) Does the venue take a cut? There is more to it than that!!!! Some venues will only allow THEIR staff to sell YOUR merchandise. What some bands do in this case, believe it or not, is overcharge for their shirts so that the $$$ doesn't go to the venue and their staff. You may have noticed bands then selling merch outside after the shows. Go by their buses!
2) As others have pointed out, many headlining bands force price matching. This is extremely lame,esp at the club level, since the headlining band not too long ago was a support band who felt the same wrath. If you are worthy of headliner status, you shouldn't be too concerned about a support band charging $5 or $10 less. If you find the support band to be a threat to your sales, then maybe you should reconsider your status as a headliner, or better yet, lower your price to match theirs. What would be best is if the headliners simply talked it out and agreed on a happy medium.
2/18: Ghost In The Ruins / Maiden Chicago / The Mob Rules
3/17: Iced Earth / Warbringer / Ghost In The Ruins / Depremacy