Damien doesn't have a set list. he plays what he wants to play at that moment. It keeps the band on their toes
None of the 8 or 9 shows I've been to have been like each other, but he almost always plays certain songs at every show (The Blower's Daughter, Volcano), and from the looks of it, he's playing Cannonball off-mic at the edge of the stage and Cheers Darlin' as his last song every night. But maybe he'll get bored of that and start doing something different at later shows in the tour.