Makes me wonder if artists with some history couldn't double up on gigs in a given city, playing classics in one show and favouring newer material in the other. Of course, hardcore fans would attend both.
Steely Dan does a similar thing. Last time they were in Boston they did some along the lines of two shows that were specific albums from start to finish, plus a random collection of songs to finish up the show. Then there was a third show that offered an online-vote for the entire setlist.