I Have a guitar player in the band who uses OnSong. Is there any way that I can get him an export of my setlists that he can import to OnSong so he doesn't need to manually set them up?
No, but if your guitar player buys Set List Maker, you can sync your database with him:
http://www.arlomedia.com/apps/setlistmaker/tutorials/synchronizing_databases.html
Alternatively, you can switch to BandHelper and then anyone you play with can use the free app to connect to your account:
http://www.bandhelper.com/main/SLM_comparison.html