I've seen him on both the previous tours (last summer and back in 2001 on the In The Flesh tour), and they're great shows.
I was particularly happy with his rendition of Set The Controls for the Heart of the Sun on this last tour, as well as his new song "Road to Jerusalem" (I think that's right).
Be aware, Roger Waters has been politically outspoken since the early 80s, and usually has something to say at his concerts. If you like Bush and/or are easily offended by political speeches, you'll probably be annoyed. Otherwise, enjoy the show! I wish he was coming back to Seattle this time, I'd see it again without question