Never got to experience him live sadly but at least there's some videos and things online these days. Like Tokyo '90, what a f****ng kick ass show that is truly.
I saw an earlier show of the Nude tour in the Tokyo film. We were sat side of stage facing the piano keys. There was a moment late in the show when he was playing a guitar solo, he ran towards us, slinging the guitar over his back and leapt onto the top of the piano from the far end. Ended up lying face down on top, playing the piano solo upside down and literally laughing at our faces