The Killers, Royal Albert Hall, London

The Killers, a Las Vegas four-piece who relentlessly mine the more epic end of rock's spectrum, from Springsteen to U2 via a little singalong-a-Bon-Jovi, might not be the coolest band in the world, but Flowers needn't have worried, there's not a hint of s (Frank Micelotta/Getty Images)

You're not ashamed to be seen with us, are you?" asks Brandon Flowers, a touch coyly, five songs in to a hit-heavy, 20-song set.

He's asking because tonight's gig – which has brought a taste of Vegas, with blue neon lights, palm trees and a keyboard fronted by a giant, glittery 'K' straight off the Strip, to the plushly staid Royal Albert Hall – is being filmed for a DVD.

The Killers, a Las Vegas four-piece who relentlessly mine the more epic end of rock's spectrum, from Springsteen to U2 via a little singalong-a-Bon-Jovi, might not be the coolest band in the world, but Flowers needn't have worried, there's not a hint of shame in this crowd. From the bubbling, pulsing first beats of "Human", they are on their feet, chanting the nonsensical chorus with heartfelt zeal.

Three albums and some 12 million record sales in, The Killers have grown into their grandstanding and are now capable of delivering a set with barely a weak link. There are tricky moments around the last album's quirkier moments, not least a funky but too frenetic "Joy Ride" and a sax-laden "I Can't Stay", but "Spaceman", also from Day and Age, is a joyous, adrenalin-fuelled highlight with its uh-uh-oh-oh chorus.

Meanwhile, the hits from their 2004 debut, Hot Fuss – the breathless jealous stomp of "Mr Brightside" and the grandiose "All These Things That I've Done", delivered in a flurry of silvery confetti – refuse to get tired.

Occasionally over-amplified under the hall's echoing dome, Flowers is in near flawless voice, too. The addition of a keyboardist, Ray Suen, frees the flamboyant frontman, on previous tours twitchily trapped behind his piano, to prowl and preen among the palms and mount the amps at will. When, in an acoustic "Sam's Town" he answers the lyric "have you ever seen the light?" with an exuberant shout of "I seen the light!", he's like an evangelical preacher – and the audience is his loyal flock.

With a single shake of his owl-feathered shoulders, he orders them to wave their arms; when he oohs, they ooh back without being asked; and when he clambers into the crowd, girls hang off his skinny, black-clad limbs like limpets.

Introducing the messianic closer, "When You Were Young", he yelps, "Let's tear the roof off this sonofabitch!" And, with the puff of a fireball and a shower of fireworks, Flowers and his devoted fans proceed to do just that.