Maybe you can record your jamming session. Many mp3 players have built in mic recording feature which is quite handy for this.
If you want, you can ask your band mates to play one set without vox, and another set with vox. So you can make a comparison when you go back home. Also you can practise at home too, to your pre-recorded minus one track.
You can also compare it to actual original song to find out if the key is right. One good thing is that this way you can jam by yourself at home too.
One last thing that many unseasoned vox have is poor mic holding discipline. Imagine the mic is an ice cream, and when your voice comes out, it's like you are licking on it kind of distance. The further you hold your mic, the less it picks up your voice, you have to strain more and sing louder. So you get tired easy.