Depending on the gig heckling can be fine. But there's good heckling and bad heckling. Shouting at a singer who is introducing himself to "get on with it" is just immature and you are securing yourself the position of least popular person in the building.
Screaming a song you want played and then boo'ing when that song is not played is hardly going to make them stop and then start the song you want. If anything they will want to stop and go off stage. Most of the time the band is a guest in your town, make them feel this way, don't be a dick.