MEN...i love going to the concerts of this guy! It's such a funny show, full of old clichè and new tricks...ehehe.
People take him too seriously and don't see what's behind; it's just a show full of music, music is at the center of his universe and nothing else matters. He's funny and loves what he does; he's a total Bowie-head, and you can easily get it going to his show. The setlist goes from very energic songs to darker ballads, but it's definitely a good rock show; he used to be more theatrical in the past (I saw many of his shows here), but I'm sure many people would change their minds on him just going to one of his shows to see the artist behind the image that the media gave to him (probably without even listening to the songs and not getting the message and the reason of his burlesque attitude).
I wasn't really impressed the first time I had the chance to go and see him, but after the show I discovered a great artist. From them on, I never miss a show when he comes to town.
The best record on my opinion is 'Mechanical Animal' (plain to see his reference to Bowie just from the cover).
To my dear Police fans, listen to opening track of his latest release, I'm sure you will like the easy bass line, but very efficent: http://www.youtube.com/watch?v=OTV8kGYSBWo
And remember...I can't sleep until I devour you....