I never used to drop sticks, had a few break mid song but that's pretty easy to deal with.
Nowadays we're doing a cover of the Kink's "See My Friends" but in a rocked up, psychedelic kind of way - at the end we speed up to breaking point and then go absolutely mental to make it sound like everything's falling apart. By this point I'm all over the kit and I don't know what's coming next, occasionaly a stick goes flying in some direction.... but I've learned to work mistakes into my playing, even if I don't lose a stick and maybe I try a fill that screws up or something - there's always a way to work with that mistake and have it sit comfortably in what's going on.
I've recently found out that Robert Fripp does this with his guitar playing too, it's a good way of feeling relaxed about playing and excited that even you as the performer could have to deal with something unexpected, and before you know it you're playing something you'd never have thought of had something not gone "wrong".
Maybe I'm rambling, it's kind of a hard one to describe but these days I love the idea of screwing up. I guess I'm lucky that I'm in the right band with like-minded musicians.
By the way - I've uploaded a picture of my setup into the gallery section if you're interested.