I saw them. I'd describe it as wacky and fun, not nuts. Barnes had a lot of costume changes, but didn't get naked (some rule about not being able to get arrested in Vegas for public nudity, I think). Some guy walked around dressed like Darth Vader. There was another guy in a gimp suit that Barnes teased with a banana. Barnes turned into a giant for a couple of songs and performed on this huge ladder. Weird 70's photo college of normal looking domestic situations played in the background. And they sounded awesome and did a cover of "Tropical Iceland" by the Fiery Furnaces. Great show, really...
No "The Past is a Grotesque Animal" though. That was a bummer.