Sounds like you guys are probably pretty young and maybe not that experienced with playing live. Is that correct?
Unfortunatly, the showmanship factor really doesn't come until you've mastered your craft. Meaning not only that individual musicians have to be really confident, natural, and good players on their particular instruments, but you as a band have to all know how to play together. As Bart said, the music
has to come first, or showmanship just seems like you're trying too hard.
So focus on being really tight as a band, practice a lot. If you have a lead singer, that helps because the singer can step out and be the frontman. He/she needs to engage the audience, to connect with them. This isn't as easy as it sounds, but the ironic thing is that he needs to make it
look easy.
But it's not all the role of the frontman. All the musicians have to be engaging to an audience if your purpose is to entertain. If not, I.e. if you're a shoegazing band, you can get away with shoegazing.

But if you want to make a connection, you have to connect. It starts with being a skilled player, then being a tight band. Once you're there, you can all step out and just make eye contact with the audience and smile. Don't stare at your instrument, move around the stage (obviously not you, but the rest of the band).
But the bottom line is, nothing is more engaging than an air of "non-arrogant confidence." This can only come from being really good players and really good people. Stage presence is a weird X-factor thing, and not everyone has the mojo to make it look real.