I understand your point of view mate, but your not telling me anything I don't know. Yes I too have played in front of thousands, it's irrelevant whether it's 20 people or 2000, You play for the people and for yourself 50/50.
My point is you don't fall into the trap of always giving into the crowds demands, but yet teasing them and giving them a taste before you give it to them. As I said in the blog I am not saying have a planned set which it states. Just build a music collection and take it from there