He did 20 songs from what I remember: (not in order)
I Dry Heave (Project Gampo)
Horses in the Ghetto
A Month From Now
On My Way
James Bond Blimp
Minnesota Nice (free download here)
And on top of all that, when he did "Horses in the Ghetto", St Paul Slim came out for his part. For "Daughter" Brother Ali was there, and for "Minnesota Nice" Slug was jumping all over the stage. It was pretty fuckin' awesome.
The last song he did was "President" and during the song he and DJ Fundo showered those around the stage with one dollar bills.
This isn't my video, but it's close to where I was at. Go to 3:50 to see the rain.
This album has some good pictures. I think it's public, if not let me know. The first about 50 pictures are of the 1st ave show.