I saw them live at Earls Court in London on this tour. It was epic - best gig I have ever been to.
We (I went with a couple of friends) were intending to get tickets for the opening night - they had 15 consecutive nights scheduled at the venue, all sold out, which was a record - but we could only manage to get them for the fourth night.
Turned out that was quite a good thing, because some of the seating stands collapsed on the first night just after the gig started, and the whole thing was cancelled. Thankfully nobody was killed, although a few people ended up in hospital overnight.
I was pissed though, because I left my camera at the place I was staying, as I figured I wouldn't get in with a SLR camera and lenses - turns out the security guards didn't give a toss, and loads of people had cameras. Coulda got some excellent pictures.
Still, the gig itself made up for it, with the band playing all of Dark Side of the Moon, and kicking off the gig with Astronomy Domine. Also, The Great Gig In the Sky is one of my all time favourite tracks, so hearing it live was just amazing.