Vocal mixing is an art. Your voices may sound great in the monitors b/c there is little else there.
Most bands suffer from poor vocal mixes (IMHO) for a variety of reasons.
1) Vocals are simply under-mixed.
In a live setting, you do not need to run instruments thorough the mix as loudly as you might in the studio, sine their stage volume enters the room. Try removing ALL keys, guitars (except bass) or other mid-range sources which are amplified on stage form the mix, or reduce them greatly, only bringing them up during a solo.
2) You are unable to get adequate volume before feedback.
This is where an EQ can help, but only to a certain degree. Speaker positioning can contribute to feedback as well as the quality of the microphones ( I happen to like the Sennheiser 835 as opposed to Shure 58s or 57s) In addition a digital mixer has other tools that go a long way to reducing feedback. I highly recommend one such as the Yamaha 01v-96. You can add digital delays to the outputs ( try 10-20 Ms) to reduce feedback and you can add compression and gating to vocals.
3) Dynamics of the band and vocals are poorly controlled.
I am a BIG fan of compressors. Especially on vocals, drums, and the bass guitar.
A vocal compressor will even out the dynamics of a singer, making the louder passages softer, effectively raising the average volume of the vocal notes. Try a 2:1 ratio with a 10-15 Ms attack time. You may need to add some gain ( +2-4 db) after the compression to get the volume you need.
I do a LOT of live mixing and carry a small digital console for smaller gigs. ( I have a Yamaha 03D with an outboard 8 channel ADAT pre-amp) this little mixer gives me 4 band parametric EQ on all inputs and outputs. Time delay on ins and outs. Compression on all inputs and outputs.
You can hear some simple recordings I've done with this mixer at:
http://acash.com/getonup/