Notes on stage are usually frowned upon, but necessary in certain circumstances. Lets talk about those circumstances.
One time I think you should not worry about your notes on stage is when you are at an open mic. Open mics are for you to work out material. It is a great thing to be able to look down and make sure you are practicing the jokes the way you wrote them. That way you can access the joke and see the areas that could be trimmed. If you just guess the overall theme of the joke you could be going in a completely different direction.
If you are building a new set that is also a good time to bring your notes up on stage. Here is the thing. You have to be very stealthy about doing that. I have seen guys pretend to take a drink, so they will grab their drink that is on a nearby stool and while doing so, they will look at their notes. It doesn’t look natural. It looks like you are doing a terrible magic trick. Either learn to make it look more natural, or just add it to your set so it doesn’t look like you are trying to pull one over on the audience. If you are doing this at an open mic, you don’t have to say anything. If you are at a paid show, however, you should really try to be a little more sneaky with it.
There are pros that take notes up on stage. They also do it in ways that the audience doesn’t know that they are keeping track of their set with a set list. One way that I saw was putting sheets of paper on the floor of the stage. That way while walking about on stage, the comedian could look down and see what the next joke was. The only issue with this is you need a stage with monitors or is higher than the audience. Some comedians use telepromters. As they tell their jokes, the words appear on a monitor in the audience. This is expensive so if you are working at a bar, you may not have this available.
Notes are great if you need to keep track of your set or you need to work on new jokes. Take your notes up, but be careful and try not to use them as a crutch.