I saw them last night :)
They were AWESOME - but I have to say the sound mix went very odd in the second of the 3 encores they did, and it was impossible to hear Matt Bellamy's voice at all - given their general perfectionism and attention to detail this might have been intentional and I'm just a crabby old fart, but hey...
As far as I can remember (I refer you to previous comment re oldness & fartiness), they played:
Uprising (opening number, tons of people came onstage first waving massive flags of all nations and then unfurled two huge flags in front of the video screens saying "They Will Not Control Us" - it was amazing!)
Their set was like the prow of a spaceship, the top of it it stuck out into the crowd in a V shape and also lit up to act as an enormous split video screen which either gave alternative/messed about with angles of them onstage or other images relating to the songs. They had a huge lightshow and several times let off massive plumes of smoke all along the front of the stage. There was also a detachable illuminated bit at the front of the stage on a cherry-picker which Chris and Dominic went onto and got raised out above the audience for a brilliant extended drum n' bass bit that led into Undisclosed Desires where Matt joined them up there.
At one point massive streamers were blasted out into the audience and whirled around by the wind - looked brilliant. There was also the release of some massive balloons with an eye on them (there was a glitterball/lightshow thing at the top of the set which every so often became a blinking eye looking around at us all - no doubt part of the whole dystopian thing they've got going on) which got kicked around the crowd during the second encore.
For the final encore (Plug-In Baby and Knights of Cydonia) Matt wore a pair of blue LED sunglasses and a black suit with red LED blobs flashing all the way up it - incredibly effective!
And there was a spaceship. A big silver spaceship. I'm not saying any more about that in case anyone's going tonight because I don't want to spoil the extra surprise :)
They also played (not sure if in the right order!):
Supermassive Black Hole
New Born
Feeling Good
I belong to You
Undisclosed Desires
Time is Running Out
Love is a Resistance (wonderful!)
Stockholm Syndrome
Take A Bow
Soldier's Song
Encores were
Starlight
The whole of the Exogenesis thing (at least I think it was, that was the poor sound quality one)
Plug In Baby
and Knights of Cydonia - which was absolutely AMAZING!!!! (sorry, got overexcited there...)
I may well have missed something out, my memory is terrible! They didn't do my faves, Muscle Museum and Unintended, but as they did them the last time I saw them at Wembley I didn't mind too much.
Lily Allen was also excellent (she dances very energetically for a heavily pregnant woman!), did a Greatest Hits type set, really sounded great. The Big Pink were very good - we got there too late for the White Rabbits so cannot report on them.
If it helps to ease your strop, beer cost 4.50 a pint and a slice of pizza the size of my hand was £8 - so at least you weren't ripped off like we were! Oh, and it took us an hour to get out of the car park...