I totally agree with you, they were freaking awesome. It's the care and attention that goes into it between them and the fans without all the pyrotechnics, There's a real bond there.
I saw them at Wembley on the 12th. And it was the best I've seen them play (I have had the honour of seeing them 4 times now, with quite a range of people playing on-stage)... ...Yep. AhMAZing live, much better this time than during their Black Parade tour. Less is more and they rocked their nuts off without the flames and glitter =)