They did a cool live show for the BBC you can find some cool songs to listen to. Man. Good stuff!
BBC - Radio 2 - Sold On Song - Pet Shop Boys Live
Here is a pic from the concert.
Of note the live BBC show has a few of my other favorite artists. Anne Dudley, Trevor Horn, Robbie Williams and Rufus Wainwright. Anne and Trevor where in the group The Art of Noise. Another HUGE section of the sound track to my life.
Make sure to check out this AWESOME cool video from their website. They have a new album out! w00t w00t. Make sure to run out and get "Fundamental" I love the boys.
Here is a link to a show they JUST did in germany.
It just dose not get any better then this.