This is a question that you will find many different answers to from many different sources. Well, this is one more source so take it as you will. When publicly broadcasting any type of copyright protected media, someone must either possess a license or pay royalties in some way. Karaoke is no exception.
As a KJ, most of your performances will be in bars and clubs. In virtually all areas these businesses are required to carry a "blanket license" to cover their entertainment. This includes bands, DJ's, karaoke, and even a jukebox. You are covered by this license when you perform in these places. It is the venue, not the KJ, who is responsible for providing the proper licensing.
For other public agendas such as county fairs, street fairs, malls, etc., you should consult with the organizer on "per event" licensing issues. No license is required for private parties.