I saw them several times, from The Mix tour to some concert at the Cité de la musique in Paris 5 years ago (?) and I must say i love them live. The moment the men are replaced by the mannequins is always a thrilling experience. Plus the imagery is so powerful and so perfectly connected to the music that the lack of what usually makes a live performance (vocals, stage presence, little accidents etc.) has no meaning at all. Also, there're always some musical changes, remixes etc. Like you said, it's an experience. A moving, thrilling and beautiful one (for me).