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Prince and 3RDEYEGIRL perform at Vogue Theatre on April 15, 2013, in Vancouver, Canada.Kevin Mazur

Prince kicked off what is sure to be a gruelling West Coast club tour in Vancouver on Monday night – two shows a night, at 8 and 11 p.m. – charging fans a princely sum for the experience.

The Live Out Loud tour is giving Prince and his new backing band the opportunity to play some new tracks on the road for hungry audiences. But pulling back, this tour also offers an opportunity to examine the idea of the club gig for an arena-ready funky rock-and-roller; to ask how much a pop icon can get away with charging for tickets to see him up close and personal; and to question what people expect when they shell out that kind of dough.

I'll tell you what they expected on Monday night: more. More music, certainly more hits. Whether Prince owed them more is another matter. His show, his rules? His end of the bargain is that you get to be so close you can see him sweat – no video monitor required. That's why couples shelled out over $500 for a pair of general admission tickets, right?

Or not.

Tickets, priced at $250 apiece (plus service charge, bringing them to $275), started selling two-for-one in the final push toward Monday's and Tuesday's not-sold-out-shows. Fans who had already paid full price were offered additional tickets for the late shows for a $5 charitable donation (to Saint James Music Academy in Vancouver's downtown eastside).

However they did it, the promoters filled the Vogue Theatre Monday night for the first of two shows that evening at the venue, which holds just over 1,000 people.

Prince was in control, long before he hit the stage. The crowd was warned: no cellphones. Security was strict about enforcement, weaving through the crowd all night. People were warned they would have to leave if they were caught with their phone. Of course, this way nobody could photograph – or especially videotape – Prince. Even media outlets, by the way, were not able to send photographers.

First appearing on stage in silhouette before emerging in his signature long black coat, Prince looked and sounded great, had complete command of the tiny (for him) stage, and was a sheer delight to watch in that venue, with his casual amazingness. With his arms outstretched or his hand on his chin, his expression seemed to say: "Can you believe this? Isn't this fun? Isn't this cool?"

It was, and then it wasn't.

What was cool was hearing new tracks from what appears to be an upcoming album. The by now familiar (and fabulous) Screwdriver, and the very recently revealed FIXURLIFEUP (very good).

Also cool was the older material, including a great rendition of She's Always in my Hair; a funky Guitar sing-along; a bluesy I Could Never Take the Place of Your Man; a sexy, candlelit When We're Dancing Close and Slow.

Prince is playing these days with his new band 3rd Eye Girl, featuring Toronto's Donna Grantis screaming on guitar, Hannah Ford on drums and Ida Neilsen on bass. The band is good, but hasn't been together that long, and you could see them relying heavily on eye cues Monday night. Not that it mattered. They rocked out, and you could almost see the thought bubbles of delight – "I'm jamming with Prince!"

There were plenty of strobe-lit elongated jams, which the crowd ate up. But when Prince sat down at the piano and, with the band, lit into a long, schlocky instrumental (with, I kid you not, sped-up video of blooming flowers behind them), it felt like Prince being in control in an unpleasant way: I can do whatever I want, play music you would not tolerate if it was anyone else at the piano, and you will stand, and you will listen, and you will cheer. (And they did.)

What also wasn't cool was the refusal, almost complete, to give in to the crowd's desire for some of those monster Prince hits. Is it really so bad that they want to party like it's 1999? Or at least hear Purple Rain? Isn't that what allows him to charge those ticket prices?

The room quietly deflated when Prince said good night after 80 minutes, but there was still hope. Perhaps with the new material behind him, Prince would come back with a string of hits.

He did not.

He did return for an encore with a terrific slow tempo, high-energy, bluesy version of Let's Go Crazy.

Then, that appeared to be it. After 10 minutes of darkness, the house lights went up. People started to stream out. Those who hedged their bets and waited around were rewarded, finally, after another 10 minutes, with one last jam.

With time restrictions so tight, given that looming second show, it seemed almost cruel to make the audience wait so long, rather than play just a bit more for them.

Prince played in Vancouver at Rogers Arena not quite a year-and-a-half ago, and he rolled out hit after hit, in a very energetic, exciting show on a giant stage populated with huge talent. There was no intimacy that night. But there were thousands of very satisfied fans.

Prince plays two more shows at the Vogue Theatre in Vancouver on April 16.

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