Having played some shows on her own earlier in the year, she's back in London, this time with her sound fleshed out with a three-piece band backing her. After a short, ethereal introduction they're straight into the complex Jesus Saves, I Spend. Clark is stunning and while she has a fragility to her, she looks strong and in control. With a clear voice, her enunciation makes her intelligent lyrics understandable.

The setlist is comprised almost exclusively from the album, and from the samba-tinged Human Racing (complete with maracas and some bizarre percussive instrument that looked like it had been made out of a log) to some tidy guitar playing in the loungey Landmines, her band's talent is demonstrated throughout. You have to feel for them at times. Not only must they be sweating in their ties and jumpers while Clark gets away with a stunning green halterneck frock, her arrangements are so complicated that everyone is being challenged at every turn, but they all pull it off magnificently.

Her voice brings Carly Simon's dulcet tones to mind on Marry Me, one of the highlights of the album, and it sounds wonderful live. Clark even chuckles to herself as she lays out her humourous lyric "we'll do what married people do. Come on, let's do what Mary and Joseph did. Without the kid", as if she hadn't sung it a million times already this year.

After five tracks, the band disappear and their frontwoman engages with the audience, introducing herself and her Texan roots, before launching into an acoustic and solo version of What Me Worry. Having convinced us of her band's brilliance, Clark then asserts herself again with a showstopping performance, handling the whole stage and the whole song perfectly on her own.

After ending the set with Paris Is Burning, she returns by herself to perform a cover of Nico's recording of These Days. In this civilised, chandeliered venue, with the reflection from the glitterball casting magic all around, it's a beautiful way to close.

Somehow though, despite all that talent on show, and the complexity of the music, the songs can pass you by. The album is a difficult one to get into, but it is a grower, and while it translates well to stage, the intentional shambolic instrumentalism sometimes makes everything feel a bit over-complicated and the music not accessible enough. However, she's still a wonderful addition to the musical landscape, and her band has improved her live show. Perhaps she's been too busy touring the album this year to start writing again, but it would have been nice to have heard something new to give a few clues as to which direction she'll go in next. Whichever way she goes, it'll surely be just as challenging, and just as interesting.

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Mercury Prize 2009 nominees