I've seen them at notts and wembley. They ALWAYS put on a good show, amazing visuals, amazing live playing, amazing entrances to the stage. Thoroughly entertaining.
In notts they started off with some big orb on stage, loads of lights and then drums started off a little in the background, gradually getting louder and louder. Everyones like "WTF, where is the drummer?", then loads of smoke and this huge orb of lights and awesomeness splits in half and rises up and the freaking drummer is inside!
Wembley had an intro theme and everyone watching the stage but then behind there's this huge shower of silver foil bits and smoke and like firework things and out come muse, melodramatic as f**k, really playing up the drama card as they saunter down a walkway through the middle of the crowd. EPIC.