I followed Rikk's advice and stayed after the show. I got to talk to Steve, got TWO of his autographs and even shook his hand. Man, what I nice guy he is. Yngwie was an ass - he said he will sign stuff if the people come to his bus one by one accompanied by a guard. So overall only about 10 people got autographs. Steve signed everything and it seems that he talked to everyone who talked to him.
Tony MacAlpine and Billy Sheehan also came out and signed stuff, but only Steve took it all the way and went though the entire crowd.
A surprise for me was his height. I thought he was quite a bit taller than he really is.
As to the show itself, the show was awesome.
Yngwie was weird as usual (though at this show he was sober), and shredded all the way through his set. He was opening the show. The guy knows how to control the crowd, that's for sure. Yngwie's tone sucked balls though. He wasn't cutting through at all and everything he played sounded just like a bunch of bubbly shreddy wanking.
Then Steve came out with his three-neck guitar. As Rikk (hey Rikk, I was the guy in the yellow jacket right behind ya!) said it was 12 string, 6 string and 6 string fretless. That was one weird guitar. Steve also played Juice, Whispering a Prayer, For the Love of God and a couple other things. Great tone, breathtaking performance, one of the best live performances of For The Love of God I've ever seen (on DVD, I've never seen Steve live before). Whispering a Prayer was oh so sweet, too. Billy Sheehan and Tony MacAlpine totally ruled, too.
Then Joe came out and the crowd was already boiling hot. Joe had the best tone at this show (to my taste) and cut through the band like a hot knife through a chunk of butter (even when I was wearing ear plugs). A couple of old things, a couple of new things, Joe was kicking ass despite him screwing up Midnight. His best there was Starry Night (again to my taste).
Then all three came out and played together. Yngwie looked kinda funny with all his 80's guitar tricks and acting like he's the only one on the stage (while most of the crowd didn't even notice him). Good thing is, he threw a LOT of picks into the crowd, so whoever cares for Yngwie have probably gotten their picks.
Overall, this was the best show I've seen in my life bar none. It was even better than DVD version of G3 (which I think includes the best cuts). It was totally overwhelming. In fact I think each set alone was overwhelming and imagine seeing FOUR of them in a row.
I say, it was money well spent.