The Pretty Things, The Borderline, London

Dick Taylor and Phil May of Pretty Things (Getty Images)

"Back in 1963 we were at art school with Keith Richards," the 68-year-old frontman Phil May gruffly informs us. The Pretty Things are one of the most notorious "nearly men" of British R&B.

Their guitarist, Dick Taylor, was in the original Rolling Stones before quitting (d'oh!) to form The Pretty Things with May in 1964. The notoriously unkempt (May once claimed his band members had the longest hair in London; tonight they look more like Reservoir Dogs) outfit from south London have influenced the likes of David Bowie (he covered their hits "Rosalyn" and "Don't Bring Me Down" on 1973's Pin Ups) and recorded the world's first "rock-opera" album, SF Sorrow (a flop), months before The Who's Tommy. However, while the Stones are effortlessly selling out the O2, the Pretty Things perform for an intimate crowd of devotees (fanatics?).

"We're just back from Australia, that's why we're talking funny," claims May. He tells us about their terrific gig in Australia four times, at one point berating us (especially those sitting at the back) that we're not as raucous as their crowd in Oz.

The Pretty Things have always been lairy. Punk, even. Tonight they kick off with "Honey, I Need", a rollicking R&B track from 1965, followed by the sneering "Mama, Keep Your Big Mouth Shut". Both tracks exhibit May's enduringly robust vocals. At his best he recalls Van Morrison, circa Them, and the five-piece are a rowdy live experience: certainly more Motörhead than The Mersey Beats.

"Do you want this?" barks May before the morose "Loneliest Person", from SF Sorrow. They also perform the dirge "Balloon Burning" and "SF Sorrow Is Born" from the now much-heralded concept album. We're also treated to their psychedelic period, bonkers slices of Summer of Love mind-rot such as "Defecting Grey" and "LSD" (on which May hollers "Yes, I need LSD" repeatedly).

This patchy material is an interesting diversion from the R&B template, but, thankfully, the stirring "Don't Bring Me Down" and "Midnight to Six" up the tempo. The quintet sound far more comfortable and vital churning out Bo Diddley-style blues.

"Now for something quite quiet and melodic," May teases before wailing "I'm a road runner honey" (women are referred to as "chicks" and "honeys" in PT land) on their rousing cover of Bo Diddley's "Road Runner". "Mona" and "You Can't Judge a Book by the Cover" are similarly vigorous.

Approaching the encore someone yells "Rosalyn", their biggest hit from 1965, but May counters with, "You want Rosalyn? We're not going to do it". This contrary, still provocative rabble finish, of course, on "Rosalyn". They didn't get to where they are by being pretty...