Gigs: Please, please, please let us get what we want

It's fine for bands to showcase new material at gigs, says Elisa Bray, but fans want to hear their old favourites, too

At his Hop Farm show last weekend, Bob Dylan played lots of the old favourites, but he as good as ignored his audience. There are several ways bands can please their audience. There is the inviting of a special guest (the highlight of Scissor Sisters' Glastonbury set was when Kylie joined them, and a winning trick of London folk act Mumford & Sons is to bring on Laura Marling); they can take song requests from the crowd; or, most simply, they can play the hits.

But sometimes bands just don't want to pander to the crowds. When MGMT made their much-anticipated return with a new album earlier this year, they did not play "Kids", the catchy synth-pop hit for which they are best known. They played their new and unknown 12-minute psychedelic "Siberian Breaks" instead. When the gig was over, fans chanted for "Kids" in hopeful expectancy. But no encore meant a few disgruntled fans.

Why shouldn't the Brooklyn duo refuse to play "Kids"? It was their show, and they were there to promote their new album. However, when you have only three singles to your name and have only risen to fame in the past few years – and those very fans who helped you to that position are there in the crowd, having paid for a ticket to hear their favourite songs – if you don't submit to an element of crowd-pleasing, you run the risk of coming across as a bit arrogant. Now that touring is the main source of income for most bands, it makes perfect business sense to satisfy as many fans as possible. So fine, don't play the hits – but be prepared to alienate fans.

It is implicit that new output, usually the reason for a tour, will be prominently featured, but in the case of the more established acts, it depends on the ego of the performer whether they recognise their best days are behind them and play more of the old favourites. Tangerine Dream played a show at the Albert Hall in April. Once feted for their pioneering use of early digital technology, they played their new album alongside a meagre number of tracks from their 1974 breakthrough album, Phaedra. But they were also criticised for over-adapting the songs to the live performance.

Nobody wants to feel as though they could have just played the album at home after witnessing a clinical, exact recreation of a band's songs. Sometimes a band's live adaptation of their music works exceptionally well, as in the case of Bon Iver, who beef up their arrangements, transforming intimate songs into full-sounding, festival-friendly sing-alongs. It's somewhat harder for indie-dance acts. Four Tet either plays everything straight or changes his songs sometimes to the point that the sound is so skewed that they are almost unrecognisable. Animal Collective tend to play their tracks like a non-stop DJ set – but their constant looping can sometimes lose all thread of the original melody.

The set list is a balancing act that some bands do very well. Radiohead have been championed for their recent greatest-hits sets, with the essential few obscurities thrown in for good balance. Still, whenever they play "Creep" it is a massive surprise. This is the song they once famously dropped altogether because fans were turning up just to hear that song. To bring it back into the set after its absence makes it more special.

There are all kinds of reasons why bands omit crowd favourites. The emotions tied to a track, perhaps. Laura Marling refuses to play "New Romantic", the song that broke her, because she considers the lyrics to be too immature.

Of course, it gets boring when bands stick to the same formula. Elbow's finale became one of the defining moments of Glastonbury 2008. Their final song, "One Day Like This", and its mass sing-along, fast became a staple encore to every gig. But music isn't Hollywood. Nobody wants a safe and predictable ending. And when MGMT played "Kids" at their Glastonbury show this year, it was that much more exciting.