The whole idea of fans wanting to hear the hits probably comes from the drunken yells at shows calling for Plush or something.
As far as deep album cuts go, I think WE want that...we, the die-hard fans.
But Manxita is right, a healthy balance is the best.
I just miss the type of set-list, like STP used to do in '96, where they would balance it out nicely, with an acoustic mini-set in the middle.
I know it's not 1996 nor is this STP, but just giving an example.