Time Trap    
  Three Years Ago Today    
  Velvet Waltz    
  What Is Life?     [George Harrison]
  Stop the Show    
  Scarin'     [the Halo Benders]
  Trimmed and Burning    
  Dream Police     [Cheap Trick]
  Made-Up Dreams    
  Big Dipper    
  Randy Described Eternity    
  The Weather    
  Free Bird     [Lynyrd Skynyrd]
  Imagine*     [John Lennon]
  * First documented performance

With the Delusions and Brett Netson.

Thanks to Thomas for the setlist. He also wrote:

yep, they played john lennon's "imagine" as an encore. after freebird they started playing music over the house speakers, but the house lights never came back on so everyone stayed put. after about a minute doug came back on stage, accompanied by two men who i did not identify. one man sat at a keyboard, the other grabbed the bass and sat at the drums. doug said "this is something we tried to figure out how to play at soundcheck, and now we're gonna try to play it for you." musically it was a very faithful cover of the original. doug flubbed a couple of lines, but not too badly. the crowd response was incredible, especially during the verse "imagine there's no countries/it isn't hard to do/nothing to kill or die for/and no religion too".

Doug says the other musicians on Imagine were his friends Dave and James. All three nights sold out! 8pm show.