I was at the Vail show in 2003.
It was great, but empty. I don't think there's even a setlist of that show anywhere.
edit: here's all the Colorado run
10/01/2003: The Gothic Theater: Englewood, CO
Set I: Intro^, Ambrosia Drunk, TEWDACYATM, The Witch in the Kitchen, Sorry#, Homeland, Poor Boy, Predicting the Rain (NEW), Sometimes True to Nothing
Encore: 10. Happy Snails*, If One of Us Should Fall
Notes: ^Very experimental - kind of reminded me of John Cage or Edgard Varese's "Poeme Electronique" #Amazing version of Sorry!!! *Tim Lanterman on percussion, Andrew on PVC pipes. --- Great show... small, intimate crowd, and RI/MA/CT/NY was definitely representing. [ Parker - cparker428 at yahoo - October 05, 2003 ]
10/02/2003: The Fox Theater: Boulder, CO reviews/20031002/cecil.html
Set I: Back in 15 Minutes, Headshot, (new vocal tune), Carry the Zeros?, Wolof, Poor Boy, Children of December, Love and Tears^, Sometimes True to Nothing, The Weight of Solomon#
Encore: Happy Snails, Sorry
Notes: ? Might actually be BTS's "Something Learned". ^ Brad on Cleantone's 12-string green electric; trombone player from JBB on djembe (trumpet player, too, maybe also from JBB); Brad solos on kazoo & guitar. # Brad on Rhodes. [ Cecil <cthomas at naropa dot edu> - October 08, 2003 ]
10/03/2003: Club 8150: Vail, CO
setlist missing
10/04/2003: The Starlight: Fort Collins, CO
Set I: Tenfold, Spice Groove> Nellie Jean

, Soft Machine, 74, Song of Mysterious Origin, Poor Boy, Gemini*, Children of December
Encore: Alsoa> Dogs on Bikes
Notes: Very intimate show, only about 70-75 people in attendence!! [ Sean - sneaksox at aol> - 10/05/2003 ]
SECOND EDIT!!! Stop the presses!
Haha. I just saw this for the first time. I made the slipbase. Woo!
06/18/2007: 40 Watt Club: Athens, GA
Set I: Heartbreaker, Ooh Belle, Portrait of the Scientist As a Young Man, Paper Birds, Children of December, Life In Disguise!, Snowfall / I Was Designed^, Soft Machine, Even Rats, If One Of Us Should Fall
Encore: Black Telephone, There's A Lie > Happy Birthday to Marc$ > There's A Lie
Notes: ! w/ Leslie Helpert on backing vocals. $ Sung aby Putty and the crowd. ^ w/ Leslie Helpert singing and Brad on backing vocals.