Lily Allen, Brixton 02 Academy, London

In thrall to this pop princess

(PA)

Lily Allen points out a man in the audience. "He looks so happy," she says, describing the fan's freestyle "drunk windmill" dance. She gestures to the half-dozen people lying on their backs around him, having been knocked out of the way by his zealous bopping. "But they're not." She completes the observation with a fit of giggles, the required audience response being to instantaneously disintegrate into liquid at the feet of her girlish innocence. And like suckers, that's what we all do.

Despite her well-documented mouthiness in the press, Allen's costumes, vocal delivery and observational lyrics (something that defined the noughties, apparently) still command massive mainstream affection. In the age of manufactured pop, her imperfection is a welcome respite for those who remember anything pre-Simon Cowell. And while this naughty school-girl routine is undoubtedly done with knowingness – she's been papped falling out of the Groucho Club too many times – her appeal still keys into a part of our national psyche that seems obsessed with the underdog.

The stage, tonight, is more or less bare, room enough for Allen to strut downstage towards the audience and seem to be walking for miles. Her understated band sit either side of some huge stairs, which the 24-year-old uses to coquettishly perch for slower numbers like "Littlest Things". She changes dress and wig several times – even her false hair playfully slips off her head – but never looks threatening, or above the audience. While some of the people around me cooed at how nervous she appeared, to me, she seemed more in-control than ever before. She'll never sing like Mariah Carey, but we wouldn't want her to.

Allen has only made two albums, so it's mostly these that make up the evening – it's quite incredible to think that she has only been around for three years. The likes of "Smile" (with the help of East London rapper Professor Green), "LDN", "Everyone's at It" and "22" are all greeted with familiar roars. She dips into her collaborations too, her cover of the Kaiser Chiefs' "Oh My God", as produced by Mark Ronson, getting an airing, along with a gyrating treatment of Britney Spears' "Womanizer" and The Kooks' "Naive". She concludes the evening with "Not Fair" (the one that goes "It's not fair and I think you're really mean").

And part of the appeal of the evening is waiting to hear what Allen has to say. She laughs that "no-one has ever tried to beat me up, well, apart from Cheryl Cole" after "Littlest Things". She wonders who she should dedicate "Fuck You" to, now that George W Bush is no longer in power (British National Party leader Nick Griffin is the new favourite). She gives a shout out to British troops serving in Afghanistan. "There's a difference between supporting the troops and supporting the war," she says, after describing a meeting just before the gig with a cute British soldier whom she "couldn't believe could be sent to war". What is most bizarre, however, is her belief – as someone who has grown up in London and uses her music to strongly identify herself with it – that Brixton is in the London Borough of Streatham.

In the end, the production values shine through. In no Broadway musical will you see the leading lady spark up a fag (though I'm not quite sure whether this is still edgy). Among the gloom of the city's darkening skies, it is such theatrics – a spotlight of understandable glamour that sweeps over people's lives – that make London great.