I've been sent bits and been told by the producer not to play them out. Obviously I wont if they ask me not to, but if its a small crowd its not very likely Loxy or Presha are going to be in the audience wondering why the DJ has got their latest release a few months in advanced.
IMO, if you've acquired stuff from a label boss or even better, the producer himself, and he hasn't said dont play it, go for it.
The whole recording a mix with unreleased/forthcoming tracks is another story though, not usually a great move and I often ask an artist if I can record with it. More often than not they say no...