I understand that you could want to hear the big hits if it was your first time seeing him, but please understand that the 2005, 2006, 2008, and 2010 American tours all had predominantly big hits. This is the first time in 2002-2003 that the band has changed the setlist night after night and played some deeper cuts.
It has liberated the band, and it shows in their positive/elated attitudes at these smaller shows. You saw something real special with this setlist. They'll do the big hits in the big arenas. You saw something far more rare.