Holy Grail's set (from memory):
For All Eternity (might be a new song)
Call of Valhalla
Crisis in Utopia
My Last Attack
Fight to Kill
It might be out of order, although I'm 99% sure that's what they played.
I don't know all of BG's songs, so I'll cite from Setlist.fm http://www.setlist.fm/setlist/blind-...-33d2b0cd.html
Welcome to Dying
Born in a Mourning Hall
Time Stands Still (At the Iron Hill)
Lost in the Twilight Hall
Lord of the Rings
A Voice in the Dark
And Then There Was Silence
Wheel of Time
The Bard's Song - In the Forest
Anyways, it was a great show. Holy Grail was the highlight for me. They were really energetic and the guitarists were on fire. I think Fight to Kill was a great closer and I was impressed that Luna hit that high note in the song. I've never seen a singer headbang so much while singing.
Blind Guardian was great as well. Like I said, I don't know all of their songs (I'm still missing 3 of their albums), but they were quite enjoyable. Valhalla was the highlight of the entire night and the crowd was pumped throughout all of BG's set. I don't think I've seen so many people at a Metal show for a band that isn't mainstream.
My only complaint is the same one I have at every show; by the end of the show, my back was killing me. It was worth it for two great bands though.