According to the information found below, since the majority of your shows are played in your home state and you are not engaging in physical services but entertainment it appears that you would not need to register in each of the states that you travel to. Keep in mind that you if you are in doubt you should also consult with an attorney. Especially should you begin to frequent 1 of the states more often, it may be in your best interest to register in that more frequented location.
"A company that has a physical presence in a state or repeatedly engages in business transactions in that state is conducting business within that state..."
http://smallbusiness.findlaw.com/incorporation-and-legal-structures/conducting-business-as-a-corpora...
