And then switch back to the Finder and either use the arrow keys to go up and down the list, or type the first few letters and have the selection jump to the appropriate area.
Do you play the songs in the same order each night? If you do, maybe it would be easter to rename them, so they started with a number, then you wouldn't have to fiddle around to find the next song.
Logic actually has a "project select" Meta event, but AFAIK it only works with MIDI file players, not with Logic. "Select Project 1", "Select Project 2" etc appear as key commands in the key command list, but I don't know what they do.
Here's a solution for doing this, using as few steps as possible:
(1. Insert a meta event for Stop Playback at the end of each song.)
2) Open the file browser in the right margin, and point it to a folder where you have all the songs (and nothing else) that you use in this concert.
3) Call them 01 ********, 02 ********* etc, so they appear in the order you want them to.
4) When the song is finished, you just select the net song on the list.
If you in Preferences have enabled "When opening a project, ask to "Close current project(s)", you can close the current project before you open the new song relatively quick.
An option that just would close the current project without saving when loading new projects - without saving - would be useful here, and speed up the process a little.
There is a key command for that (Close project without saving), but if you use that, your browser in the right margin is gone, and it's best to avoid having two songs open at the same time.