I usually download my music from torrent or other sharing files websites and play it in small parties with no copyright controls for the music.
I read Beatport, iTunes and other music sharing websites don't let the dj play the file he bought in parties, but they are only for personal use. (This is a big shit, I buy something that I can't use to earn something...)

How to get music files those I can play live?
In the case I use a bootleg (unofficial remix) of a song, do I need the license for the original?

 

What? Where do you read that? That's complete nonsense.
Usually, the host of the party/owner of the event location you play at has to pay a certain amount to the country's respective p.r.o., covering everything for you. I've heard of cases where you had to submit a tracklist but all I've ever encountered was a flat-rate.

 

I live in Italy, the association for copyright is called SIAE. Ok so as dj I just need to buy the music from stores, isn't it?

 

yes, and of course beatport is a feasable source where you can buy your music and play it to people. thousands of djs do it. the secret phrase is called "performing royalties"
ah, and since you live in Italy it's probably not nonsense but baloney

 

Yeah, you see...in italy nobody pays the SIAE...LOL

 

It's not just in Italy, same thing here GR, RUS, UA, PL, ROM.