They do Am I Evil, Helpless, Last Caress, Die, Die My Darling, Whiskey In The Jar, Turn The Page, Stone Cold Crazy and So What! pretty regularly.
Breadfan and Killing Time popped up on the 04 tour a bit as well. I think The Wait did too, although I could be wrong.
I would kill for The Small Hours, myself.
With Maiden, look out for next year. Powerslave stage set with setlist the next few albums...
9/7 Sebastian Bach
30/7 King Diamond