In short - there's nothing that makes it easy. If you had a laptop out on stage with you, there are a couple of plug-in effects that will analyze the tone coming in and transpose it to the notes you have triggered on a keyboard. Of course, this is a lot of equipment and you only have two hands (right??). The singer Imogen Heap uses an effect like this on her song Hide and Seek. The vocal harmonies are all computer-generated and controlled by her in real-time on a MIDI keyboard. But this stuff is so complex that it rarely proves useful outside of the studio.
I didn't want to dissuade you from the Whammy, though. There are some things that can be done with it that might be useful to you. When you're using it as a harmony generator (the note you're playing + a set interval away) you first set the harmony note. There are about ten different settings - for example, one setting is a m3 harmony. That's pretty limiting since a m3 above your note won't always be in key. However, what makes the Whammy more useful for your purposes is that if you push the big pedal all the way forward, it will change to a M3. So if you plan it out before you get on stage, you can pull of some decent two-voice horn lines.
The other mode of operation is as a pitch-shifter, where your original tone is replaced totally by the unit, which shifts your tone two octaves up, down or anywhere in between.
The other good thing about the Whammy is how cheap it is... It's simple, it's fun - you can't go too wrong with it...
