Late in but: Video Games Live were in London a few years back and the mrs bought us tickets as a treat for me. She's not a big game player at all (she likes a bit of Tetris etc at times) but even she was really impressed and enjoyed the evening. They played some cracker songs, and great entertainment at the same time, like with guys prowling around during MGS songs and had a little flurescent ! pop over their heads when the the detected theme came on.
The best entertaining bit was when they picked a guy at random to play Guitar Hero on stage with the band, and if he got a certain score they gave him a prize. In the end he upped the difficulty to max and absolutely nailed it. The guy was loving it, playing the crowd up and strumming away on his little Guitar controller next to the band playing properly along side of it.
Really really enjoyable. I'd recommend going to see them to anyone, not just gaming fans!