I know this won't be popular, but to strike a dissenting note, I've looked at a couple of clips from the concert on YouTube and didn't like either of them.  One of them was of Utopia, which is a good song, but that version struck me as spoiled by the way in which the musical instruments (not least the drums) seem so much louder than Alison's voice.  I could scarcely hear her for much of the song.  Perhaps it was just a bad recording.  The other YouTube video at which I looked was the duet.  I hadn't previously heard of John Grant, and had no preconceptions about him, but rapidly decided that I strongly disliked his singing voice.  Having heard (I thought) much more than enough, I turned the video off at 1 minute 23 seconds, glad to escape the remainder.