I usually marked them up ahead of time, but it doesn't take very long to add a loop point on the fly. I'd usually have maybe 40 or 50 songs ready to go for a 2 hour set and play maybe a third of them? It was very very rare that I'd add in another song, usually from a request. When you're djing a lot you don't tend to change your live set that much. So doing prep work is like moving around a dozen songs between sets maybe.