I was disappointed with the stage show too, but then I have VERY high standards here. My first real concertgoing experience of my adult life was GWAR, and I have yet to see a band that tops them for crazy, entertaining, amusing stage antics. Even Cradle of Filth didn't manage it, despite having freaks on stilts and angle griders shooting sparks everywhere. If there's advice I feel like giving RZ, it's that there's only so much interesting stuff you can do with the same twenty second loops of Devilman and Betty Page. There's plenty of interesting anime, old horror movies, and now-tame 50's porn out there - and you probably know about most of it. Mix things up a little bit.
I'm not sure I really like the new direction Zombie's music appears to be going. When I go to a spooky metal concert, I don't exactly expect the projection show to open up with pictures of pretty horsies prancing around green fields. If you were at the concert and heard someone shout "Enough with the ponies, play some metal damnit!!" from the audience near the start of the concert... yup, that was me. I don't begrudge Rob and crew the desire to grow, change and evolve as a band. But I may not be evolving with them, and I reserve the right to not buy their music if I don't find it interesting, entertaining and fun. "End of the American Witch" isn't a bad song, but it ain't no "Dragula", "Superbeast", "Living Dead Girl", "Electric Head, pt 2" or "El Phantasmo And The Chicken-Run Blast-o-rama" either.
I won't go so far as to say you shouldn't go see this tour if it swings by your city. But I will say that it's probably for the hardcore fans only. The rest of us will probably be happier taking an evening at home re-listening through the highlights of our Zombie CDs. With ticket prices at what feels like fairly gougy levels (plus the omnipresent TicketBastard markup), one can easily blow $100 for two people to go to a concert. This raises the bar on the amount of entertainment people expect for the money. Two people can see between four and six movies for the same price as two average concert tickets, maybe more if they're willing to catch matinees. So bands that don't deliver good solid entertainment will probably see declines in attendance. The only reason I can think of that The Fillmore is so consistantly packed whenever I'm there is that A) almost all the other venues in Denver are crap and B) there's just nothing else to do in this cow-town-with-delusions-of-adequacy on your average night.
I sure hope NIN is better than this live, or I'm really going to have to start finding some new bands to listen to...