I watched this last night and thought it was awesome! David's choice of songs were great, i was a little dissapointed (as marcel said) with the amount he played and the lack of Foundling, but it was still a great watch 
They each played 4 songs (+In the Morning at the end together).. David kickstarted the show off with Shine, which was beautiful to say the least.. and then KT played a song, then Ray and then back to David in that order..
It was interesting to note that i don't think i've ever heard David sing/play Babylon on his own before, nevertheless he did a fine job of it! Before he played every song (apart from TYL) he also explained how they were created or how they were inspired..
The only song that i recognised from KT was The Other Side which was great! I absolutely love her voice.. and her other songs were fab too. She pointed out at one point how she thought her, DG and Ray were nothing like each other at all. She was right ofcource haha but the contrast in the different music really did make the show into something special. I remember laughing to myself actually in one of the songs she played (Black horse and the cherry tree) due to the amount of pedals she was using, it was really quite extraordinary lol.. but a great song.
Ray was fantastic as usual, i can only recall Rock'n'Roll Radio and Trouble (please correct me if i'm wrong) but his set was amazing. He explained before the start of one of his songs that he thinks when playing music live, there should be an invisible barrier between him and the audience to create a sort of illusion of mystery.. It was a very deep explanation and a real eye-opener into his playstyle as a performer.
They all finished with In The Morning which concluded a wonderful show.
I can't really think of much more to say, try and get access to it if you can, its worth the watch!
Looking down from the Highrise,
Staring back with your own eyes,
Playing games with the numbers,
Messing around with the dates