If I recall correctly I was at the last show in Chicago for the Vertigo tour. So I missed the night they filmed. However, they played a few new ones that night..
http://tours.atu2.com/concert/united-center-chicago-may-12-2005
The other show I saw on Vertigo was in Minneapolis at the Target...
Agreed on the album. I was happy to get it via Itunes and I think it is their best one since the 90's.
I would love to see U2 in Chicago, but I also agree with you on ticket prices. Not as many dates, but several shows in each city. I'm intrigued by the idea of 2 very different shows. Tickets...
I'd be happy with a 2D version of the film as well, I enjoyed that tour quite a bit. It is strange that it has never been issued on 3D blu ray. Maybe the market is too small for the release?