The Pet Shop Boys performed at the Glastonbury Festival in the UK on 24th June 2000. Although I didn't attend Glastonbury, I did watch the performance on the Pyramid Stage live on television.

The Pyramid Stage, The Day Before Glastonbury Began

Apparently Neil and Chris performed in front of over 100,000 festival goers. I spent the evening channel hopping between BBC2 and BBC Choice watching the Pet Shop Boys playing live both, old and new tracks. The new track was 'Positive Role Model'. I thought the highlight of the performance was 'What Have I Done To Deserve This?' which Neil and Chris performed with a surprise guest, Cerys Matthews from Catatonia. From the tracks which were shown live (not all of them were shown on television) it looked like the usual fantastic Pet Shop Boys performance.
Before 'Go West' was played Neil said to the crowd "When we came here tonight we were Glastonbury virgins, so we'd like to thank you for being kind to us. Thank you very much". In an interview on BBC 2 after the performance Neil said about the performance of 'What Have I Done To Deserve This?' with Cerys Matthews "We'd done one rehearsal in my hotel room this afternoon".

Chris and Neil Neil and Cerys

The full playlist at the Glastonbury Festival on 24th June 2000 was:

I Don't Know What You Want But I Can't Give It Any More
Can You Forgive Her?
Se A Vida (That's The Way Life Is)
You Only Tell Me You Love Me When You're Drunk
Paninaro '95
Left To My Own Devices
Young Offender
New York City Boy
What Have I Done To Deserve This?
Positive Role Model
Always On My Mind
It's A Sin/I Will Survive
West End Girls
Go West