At the St David's Hall in Cardiff. It's a good place to see bands, because it was built as a concert hall, and so has better acoustic qualities than a large concrete shed.
The gig itself was great. Gilbert was very good - I've not seen him play before, and I was impressed. I'd heard his latest album, which was an advantage, because he played a fair few tracks from it, but even the stuff he played that i didn't know was excellent. His bass player was phenomenal, and the band had a very good sound. Only criticism would be that the keyboards were a little buried in the mix. He certainly gave Satriani a tough act to follow.
But follow it he did, in superb style. I've seen him a fair few times now over the past 13 years, and last night was one of the best. the mix of old and new stuff in the setlist was great - He played Time Machine, One Big Rush and The Mystical Potato Head Groove Thing, as well as Crying, which I haven't heard him play for a long time and is one of my favourites.
He also had Stu Hamm on bass, which was really cool to see. Hamm was the first truly awesome bassist I ever saw, so to se him play again was great.
In short, Satriani reminded me why his playing was the reason I took up the guitar in the first place. A really inspiring gig.