I just saw them live last night at the Paramount in Seattle. The show was absolutely -amazing-. Heres the setlist.
1. Those Damned Blue-Collar Tweekers
2. Harold of the Rocks with a Cygnus X-1 tease
3. Here Come the Bastards
4. American Life
5. Seas of Cheese
6. De Anza Jig
7. Spegetti Western
8. Shake Hands with Beef
9. The Toys Go Winding Down
10. My Name is Mud
11. Jerry was a Racecar Driver
encore
12. Wynona's Big Brown Beaver

It was awesome, De Anza Jig just came outta nowhere and had the whole crowd laughing. The whole bloody concert was super highenergy, and for the encore the crowd had a choice of John the Fisherman and The Beaver. I have no idea which one received a louder uproar, but Wynona was pretty awesome either way. The opening band was alright on a couple songs.. But they got kinda old. http://www.myspace.com/mikedillonsgogojungle

Yeah, awesome concert.

I would love to go to a Primus show.

Aren't they the guys that did all of Guitar Hero's stuff?

They did John the Fisherman, which is on there I think.

I know they did that...I thought they did all the covers for the game(s) though.