I've never heard any of this despite being a fan. Was not a member of his fan club and historically have avoided most live albums.
That said, I will probably pick this up.
Just to expand on what Jason already said, disc 1 is studio and is mostly just voice and piano. There are drums on a couple songs and some other background vocalists but it is considered a vocal + piano album.
Disc four in this set is termed "The Aftershow" and is pretty legendary among the die-hards who routinely cite it as being an absolute highlight of Prince's discography. It is the main reason I am interested in this set even though I am not big on most live albums.
Here is the info on the included DVD:
http://princevault.com/index.php?title= ... _Las_Vegas