I've been to a few Vai concerts, but the best was his VAI Sex and Religion tour with Devin Townsend on vocals/guitar. Relatively small club (The Palace in Hollywood) front row right up at the barricade. Just amazing watching him that close where he had another band member that probably pushed his own showmanship up another notch. So close I could easily read the name of his guitars. The only way to describe it was his guitar was like a dancing partner. The fluidity between playing and his guitar moving all over the place was otherworldly. Can't recall which P&W songs he played that night, but it is safe to say For the Love of God was one of them.
If you haven't seen this dude live and love guitar heroes, don't hesitate to buy tickets. Vai isn't even my favorite guitarist, but he was that night.