I was there last night.. drove a LONG way from North Carolina to watch it. Missed most of the opening acts, just caught Machine Head halfway and they kicked ass. I read somewhere that this was a world premiere of Dialectic Chaos, and looking at previous setlists, I was excited as shit to see them open with this.. and yes, I was let down when they didn't follow it up with TDWF.
I didn't stay around much later to get a cd signed or something but it was amazing seeing Megadeth at a small venue, The Valarium reminded me of those places bands play when they first start out. I can't believe I passed up a chance to meet Dave in person. But yeah, I was more worried about my car being towed out of the random parking outside.