saw this show tonight in Chicago. i don't want to spoil everything, but i will say that i was definitely impressed with the production values. the stage show was excellent, and the music did justice to the material. it's impossible for Waters and his band to match the excellence of the original album, but they play with enough energy and accuracy to keep up with the stage show, and they make things generally a lot of fun. there are a few minor complaints, but overall i'm fine with the money i spent. then again, i sat in the nosebleeds - it really doesn't hurt the experience, you can still see everything that happens on stage just fine.
i don't think i can comment further without divulging what happens during the show, so the only other opinion i'll mention is this: keeping the show confined to The Wall is absolutely the right choice. before going to the show, I was firmly in the "I want an encore!" camp, but after seeing the show it's clear that you can't do anything before or after The Wall.