I have a guy I know who has seen Weird Al several times live and he says that he puts on a quite amazing show. I've never seen him and I honestly don't know a ton of his songs. He seems like a really clever fellow though.
I saw him once in concert when I was at college. Honestly, the best concert I've ever gone to. Silly music aside, he is all in with his performance, switching out costumes between each song, getting in to character if it's a parody song, talking with the audience. Then afterwards he stays and signs autographs, talks to people, smiles. He's an amazing guy.
It's always nice when artists are on the fringe like that. I think it allows them to appreciate the fans and why they are there a little more.