Back from the concert today so thought I'd post impressions. People attending the Osaka concert may want to skip this post until after you see the show.
The set list is as Cedille listed, with a couple additions I will get to. I don't know if "shmup" is common gamespeak but for clarification the fourth performance of the first half was a shooting medley 
I should mention that some of the segments from this, along with the Actraiser, Chrono Trigger, Mario, Castlevania, Sakura Wars, and the encore pieces were the only ones with which I was familiar with the original material.
My first impression from the performance - unfortunately a negative one - was that the sound quality and acoustics were just bad. I guess the obvious use of speakers and amplification was necessary due to the quite large size of the venue, but the implementation left much to be desired. The sound seemed to be coming in a straight line from the stage and was muddled and with too much bass, to the point that it sounded more like listening to a mediocre sound system than a live orchestra. It could have been Britney up there pretending to play a violin and you wouldn't be able to tell the difference. Perhaps they tweaked the mixer settings in the second half as it wasn't as noticeable then but it was disappointing not to get the full sensation of listening to a live orchestra after going through a considerable bit of effort to see the show.
The performance itself was fairly quality. The choir performed in about a third of the pieces and did a much better job than the choir in the 20020220 concert, almost to the point of drowning out parts of the orchestra at times actually (another mixing issue perhaps). There were no glaring mistakes on the orchestra's part nor were there any particularly virtuoso performances, although I'm no expert on the matter. The brass section could have used a boost as it often sounded underpowered. A couple of opera singers joined the fray at times and while I wonder if their presence was really necessary they performed their parts fine.
Unfortunately the arrangements leaved something to be desired. In particular I would have liked to see some more creative use of segues or more segues in general, as most often the orchestra would simply fade out or stop abruptly with one theme before moving on to the next. Fortunately several of the pieces in the latter half of the program remedied this problem.
There weren't any real standouts from the first half of the program to me. The Actraiser performance was nice but not so revolutionary after hearing the Symphonic Suite album. The shooting medley had some catchy parts and the appearance of one Starfox theme was a pleasant surprise, but more cohesion between the 17 (!) different themes included would have been nice. The Wanda and the Colossus piece was the most cinematic of the bunch, as was the video accompaniment from the game which was quite exciting and matched the music well.
I had high expectations for the second half with Chrono Trigger and Castlevania featured but was unfortunately disappointed. Sega Sound Unit's performance was more (bad) style over substance although it was a good chuckle seeing the vocalist try to fire up the crowd. The Chrono Trigger piece simply moved from a repetitive arrangement of the opening theme onto "Crono and Marle" then back to the main theme. This has been done before, and with so much better material available for use from CT this was a real disappointment. The Mario arrangement on the other hand was just a complete joke. They covered the main theme, repeated it, and just when it seemed like they were about to segue into something else with the star power-up music... that's it, over. I'd be surprised if the whole thing lasted over two minutes. Thankfully the Castlevania arrangement didn't disappoint. They included a few classic themes from the NES Castlevanias and actually segued properly from one theme to the next. There is so much more good stuff they could use from the series but at least this piece brought a smile to my face for the first time for the evening.
Even with the Sakura Wars and Kingdom Hearts performances the second half was awfully brief and as the hosts left the stage I found the words "Waste of money and maybe even time" echoing through my head.
The rest of the audience and I gave excessive applause hoping for salvation in the form of an encore and back strutted the conductor to try for it. There was no spoken intro for the piece but after the first few seconds of play you realized none was needed because it's Zelda baby. Main theme - check. Hyrule Castle theme - check. Ocarina overworld theme - check. They moved from one classic Zelda theme to the next and it was all class. This is the way the concert should have been from the start. After that Nobuo and the Black Mages joined the orchestra and choir on stage for, of course, One Winged Angel. As tired as I would normally be of hearing this song after numerous live and album renditions, the combination of rock band plus orchestra plus FF7 and Advent Children cinematics made for a quality end to the show.
With the two encore pieces I left the show satisfied but I don't think they should be relying on encores to carry the show. Here's hoping that if they truly desire to make these concerts a regular event (as the hosts mentioned a number of times) they will put the proper effort into preparation. I am fine with the fact that not everybody is going to have all their favorite material played at these concerts, but if they're going to be playing in the same region to at least partially the same audience year after year, they better either make the performance of high enough quality to warrant multiple viewings (which wasn't the case here, especially when marred by the bad sound system and acoustics) or quit rehashing arrangements and give the fans more original material.
