I find myself praying an awful lot.
No, seriously, I close mic the amps, so they don't pick up a lot of drums. I also yell at bass and guitar players to turn their DAMN AMPS DOWN!!!!

r... But they usually listen.
Vocals are a different story, (just sing louder!! :-) but I've actually found that bleed is not always a huge deal. The biggest problem has always been guitar amps, but if they listen to me and turn down, then not much shows up in the vocal mics.
Cymbals seem to show up everywhere, but in the context of a whole mix, it's not that big a deal at all. That's probably the biggest thing I try to remember, that it's the whole mix that matters in the end.