Well, I mean actual bananas, the yellow phallic fruit. I usually eat one right before performing--it's a ritual more than anything, I suppose.
I've heard people say it's the potassium, but I'm not so sure about that. It's probably just the calming effect of peeling the fruit and the act of masticating the soft flesh probably brings back memories of being fed bananas as a little kid, peanut butter and banana sandwiches and whatnot.