If all it took to be a rock star was getting someone to love you for a week, then there would be no One Hit Wonders. But if you and your band are going to commit to a long-term strategy, then you need to prepare for a relationship that lasts.
If you want to keep your fans, you need to cultivate your fans. So first, you need to view your connection to fans as a relationship. Does this mean that you let them crash on your couch for weeks on end, or borrow your car? No, that probably means that someone’s got some boundary issues. But you do need to embrace a certain social agreement between you and your fans:
First, there is give and take. They offer you their attention, their financial support, and their presence. You offer them a quality product or experience.
Second, there is sharing. You exchange information. You tell them when and where they can find you, what you are doing, and cool stuff they should know. They tell you how to contact them, what they want to know, and what they care about.
Third, there is mutual respect and affection. Fans already have an emotional connection to you. They admire your gifts and acknowledge the value you bring to their lives. In return, you should be warm and polite in your interactions. Listen to their ideas. Respond when they communicate. (If you ever feel uncomfortable because a fan is stepping over the line personally or professionally, address it directly but nicely. Respond in a firm, polite, and legally appropriate way.)
Like Johnny Depp, you need to keep in mind that you have a certain position because there are people who are invested in keeping you there. You depend on them for the realization of your vision, for your livelihood, and for your ongoing ability to create your work.