Personally, I think "The Final Cut" is one of PF's best written album in total. Some people disagree with me (perhaps because it's also one of the most depressing PF albums?). The first time I heard "When the Tigers Broke Free" I just about cried. It's not just the emotionality, it's the musicality (I remember music more than lyrics, and good music is more likely than good lyrics to send a chill down my back).
I have yet to see any PF or related shows.
Speaking of O2--you weren't by any chance lucky enough to get tickets to the show of the decade, were you?