Since they released The Soft Bulletin, they've been touring with amazing live shows they call Headphone Concerts.
At the door or in the back, you swap your ID for a small FM receiver with headphones. The headphones are the kind you stick in your ear, as opposed to the 'pad over the ear' kind. Tune it to the proper frequency, and live during the show they broadcast a stereo mix of the concert. The sound quality of the show is GREATLY enhanced, the high end is brought out and can be heard, most shows in the smaller clubs they like to play are bass heavy and drown out and distort the mid/high end. I found it worked best if I didn't stuff the headphones all the way in, but just mostly.
To go along with the auditory pleasure, behind the band on a huge screen is a synced video presentation. Video synced with the music, as well as Wayne's head at times enormously projected on the screen behind him, via the tiny camera on his mic stand. Video includes cuts from movies, inserts of the drummer playing the tracks for the live show (live he plays keyboards and guitar -- it's quite surreal to see him playing drums and guitar at the same time) as well as their own footage. It's perfectly in sync and makes for a superb and moving performance. Puppets and confetti are employed as well.
The last time I saw them, Wayne strapped dual strobe lights around his neck during "Lightning Strikes the Postman" which would flash together or separetly in time to the music. Trippy indeed.