1. No band member can ask for changes to their own instrument.
I don't agree with that so much, as people are more likely to hear problems on their own instruments than on the mix as a whole. Yes, that can go too far, but at the same time most bass players won't know/care/understand if the ghost notes on the snare are too loud.
I'd definitely say make sure the whole band are there to hear the mix at the same time though. If you send a mix to the lead guitarist, he'll complain he's not loud enough; if he says that in front of the rest of the band they'll tell him he's being a knob. Most bands will either have one member with 'the vision' of how the songs should sound, or they'll be reasonably self-governing and the "I'm too quiet" comments will get shot down unless it's actually true.
The way I normally do it is mix until I'm happy, give it a break, then re-listen to it and make notes on anything that could be contentious - parts where there's say a lead and a drum roll, and one gets a bit lost to other, or the vocals obscure something in the music etc. Then when I play it to the band, if they comment on something that I also noted, I'll change it - anything else they mention I explain why I made it like I did and that I don't think think it needs changing.
Obviously that method doesn't apply to the professionals here, but it's helped me A) learn how to gauge what a particular band wants from the mix and B) notice things that come up in different mixes, which are obviously points I need to improve on. Every time I do a new mix, the list gets shorter, and the bands are asking for less changes. Still too many, but definitely less
Steve