I've been doing stage hypnosis for a number of years now, and this past year I got into Derren Brown's work.
Also, I am a skeptic. And I explain that to my audience. I'll tell you what I tell them:
"It's the same thing as being at the movies. You are there in a dark theatre watching an action movie, let's say. You are in a comfortable seat, with fresh air, etc. The action movie is very exciting and very well done. You are so focused on the movie, your heart is racing, your body jumps at something unexpected and your adrenline is pumping. This all happens and you almost feel the action along with the hero dispite the guy crunching his popcorn loudly two rows down.
Another example would be when you have a long drive and you put on the radio. Let's say a bunch of songs you like are played right in a row. You get so into the songs, you suddenly look around and say "how'd I get here?"
Hypnosis is the same day-to-day thing. The only difference is that I, as the hypnostist, take advantage of your suggestablity during that time. My suggestions work partly because you desire it to, and mostly because you trust me."
This is absolutely true. There's nothing magic. No trance states, (even though I still use the word trance during my performance, I use it just for a lack of a better word). Just pure concentration, relaxation, desire and playing on a person's suggestablity.
And even though I tell them all this, it still works!
The suggestion to read McGill's books is a good one. He wrote "The Encyclopedia of Stage Hypnosis". Very good book for a starter performer. Also, since you are into Derren Brown, I highly recommend "Tricks of the Mind". He explains the method of what he does. (Yes, he's a skeptic too).