Intimidating, stiffly impersonal, the Albert Hall is hardly suitable for the kind of intimate intercourse between musician and audience that generates great rock 'n' roll.
Still, it was a clear measure of the coherent weight of Costello's repertoire that he could present such a fresh programme of songs.
Displaying a perfect sense of the shape and momentum of a set, Elvis is always capable of catching his audience on the wrong foot with the unexpected inclusion of apparently discarded favourites. So, "Secondary Modern" and "Green Shirt" dove-tailed beautifully into the more recently familiar songs from Almost Blue, set up the audience for the killer punches of "Clowntime Is Over" and "Big Sister's Clothes."
There were new songs, too: the stately, midnight ballad "Kid About It," the accusing "Shabby Doll" and the sultry, candid drama of "Long Honeymoon."
If this first half failed to ignite the senses with the power of the Rainbow performance last month, it was still enough to remind us that Costello's amassed one of the most potent repertoires available to any current songwriter.
Despite the subsequent admission that he was "absolutely speechless with fear," it was certainly his composure that held band and orchestra together through the tricky opening moments of the show's second half, when the Attractions and special guest John McFee were joined by the full weight of the Royal Philharmonic.
Obviously, this flirtation with the massed strings of the RPO could've turned into a messy and expensive indulgence; but as he proved with his recent Nashville excursion, Costello has the wit and determination to turn a personal conceit into an artistic triumph. Occasionally gushing, sometimes a little too florrid, Robert Kirby's arrangements mostly provided a richly conceived backdrop for Elvis' arresting passion.
Carving away with an epic momentum, they lifted "New Lace Sleeves" to a grand new plateau, added an aching poignancy to the classic country ballads from Almost Blue and fresh drama to "Watching The Detectives" and the painfully forlorn reading of "Just A Memory."
Clearly relishing the lush support of the orchestra, Costello's voice raided every emotional avenue on its way to the heart. Prefaced by nervously swirling strings, a new song called "Town Crier" exhausted the Kleenex supply and only an abrupt ending saved Sheehan's syrup from an early shower.
Listening to the tempered anguish of "Alison" and "I'm Your Toy" was like coming to grips with a fistful of tears, while the final flourish of "What's So Funny About Peace, Love And Understanding" brought a lump the size of Belgium to the old throat.
I could have danced all night.