I always say "I need to sort things for a while then I call you back with a rough mix and we start mixing from there"
Meaning the core of the mix is in fact done without the band and the "mix" becomes a finalization. I never had someone make me change things significantly.
But, remember you need to built a relationship based on trust if you want them to come back for the next project.
You need to make the band feel involved at some point even if it's just details in the end.
Be smart, be wise, be prepared to argue when the band ask for something that seem stupid and detrimental to the music, but do it with a diplomatic approach.
Make them feel like you value their opinion even when you disagree. In the end, they are the client and it is their music.
Sometimes (rarely tho) they can even bring some good ideas that you'd never would have thought.
One last thing, I prefer not to have the full band when possible (it is 95% of the times) but just a couple of guys who feel more involved artistically.