No 2 single Bodies, from the new album, kicked the night off. Sir Trevor Horn, producer of the new album, flanked Williams on guitar while, at a grand piano stage right, sat Oscar-winning composer Anne Dudley. Sections of horns, strings and female vocals, as well as a regular band and a harp, arrayed behind the sometime Take That star, reminding of his Swing When You're Winning days as a Sinatra impersonator.

But this was no overblown ego trip without foundations to prance upon. Williams remains acutely aware of who he is, where he came from and why he's adored. It takes this everyman star only until the second song to mention The X-Factor; he wants the twins to win, but the audience playfully boo at such a notion. He notes the passing of the years, evidenced by some grey hairs. "You've grown!" he announces, mid-song, to one giggling audience member.

Later, a diabetic in the crowd needs assistance. He stops the show, calls security to the incident and offers her a sugary drink. Without question, Williams is a man with a good heart, and one never fearful of being the butt of his own jokes. We get a long anecdote about a 1997 gig in which he pointed at all the VIPs who'd not bought tickets and encouraged the audience to boo - but it turned out he was actually pointing to the disabled area. The audience seems complicit in his cosmic joke that, actually, he's a bit naff, but isn't it fun that nobody but them has noticed.

The band belt through Morning Sun, another new one, but all eyes are on Williams. Nobody knows the words, and this pleases him. "That means the record hasn't leaked. Yes!" As if by way of thanks he gives his people an oldie next. The audience is instantly with him, vocally and with arms aloft, for Come Undone. "It's still your song," he says, to whoops and cheers.

Looks, charm and a comedic wit would only get him so far, but Williams' music, safe, unchallenging and anthemic for the most part, will always have its fans. There was a leftover Escapology sessions song, co-penned by Guy Chambers, which made it to the new album that typifies the sound he's become known for; mid-paced, drivetime fodder of the kind Chambers does so well. Gone is the kitchen sink experimentalism of Rudebox, material from which is tonight conspicuously absent. Williams instead seems to be acknowledging what he has, what he's good at, and getting on with giving people what they want.

An exception to this amongst the new material is Starstruck, introduced as a bit George Michael-like. It sounds suspiciously like Star People. Williams demonstrates what he says is a George Michael dance in the chorus and leads the audience in the goofy moves.

Next up is what he calls "My auntie's favorite song. I'm sure she's looking down on me now," he says, to "awws" from the floor. With impeccable timing, he rejoins: "She's not dead, she's just really condescending!" The delighted audience sing along every word of Feel, drowning out Dudley's piano. He thrills them more by recounting meeting up with his former bandmates 15 months ago. Gary Barlow is now his new bezzie mate: "Sending my love to you, Gaz," he says, showing a new tattoo dedicated to Take That. No Regrets, appropriately enough, follows.

He introduces the band, holding a cribsheet of names and, instead of introducing himself, launches into the new album's second single You Know Me; the latest of many playful moments that make it near impossible to dislike him. It leads nicely into Angels - and finally the seated people in the balcony circle are, as one, on their feet and bellowing along with the fans down at the front. They stay standing through an encore of Millennium, which sounds especially lush given the instrumentation, and that Buggles cover.

Robbie Williams is back, on his own terms, and he's going to enjoy himself. On this evidence many will join him in that endeavour.

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Mercury Prize 2009 nominees