If there’s a better place to see Radiohead than the venue Frank Lloyd Wright called “the greatest room for music and opera in the world - bar none,” I’ve never seen it. (The Acropolis? Heaven?) The Louis Sullivan-designed Auditorium Theatre is apparently “acoustically perfect,” though the lucky fans who scored tickets - two shows sold out in a blink - were probably happy enough to see the band anywhere except a giant field or an impersonal, beer-sodden amphitheater.

Which isn’t to say the Radiohead of 2006 - still willing to vex and experiment at will - can’t fill the big joints with people, lights and sounds. The band can and surely will return to the sheds once a new album hits shelves in 2007, but for this brief tour of too-small (for Radiohead, anyway) theaters, the explosions and lulls were bigger and more intimate, respectively, because they were contained.

Fidgety and surprisingly funny, Thom Yorke seemed most pleased when delivering a bunch of new songs, which made up more than a third of the 23-song set. Increasingly Bonnaroo-friendly (the band played that festival a few days before arriving in Chicago) floaters such as the incredible “Down Is The New Up” (which starts with Yorke human beat-boxing before he settles at the piano) mingled with bloody rocker “Open Pick,” the semi-frantic “Bangers ‘N’ Mash” and the hissy, electronic “15 Steps.” None of the new numbers, with the exception of the touching, completely weird-free “House Of Cards,” seemed to ignite the crowd, which isn’t too surprising: Radiohead songs, born on the road, don’t feel fully embraceable until they’ve been fleshed out in the studio. (Yorke, it should be noted, introduced several of the new songs with a German accent: “Zis is anuzzah new song!”)

The biggest cheers were reserved for more familiar material: “Paranoid Android” was naturally met with rapture; sorta-overlooked The Bends track “Bones” provided a fine singalong; and “Lucky” closed the first encore. Never a band to give the people exactly what they want, Radiohead finished the night with “Everything In Its Right Place,” the kind of song that seems to intersect the band’s experimental lean and the willingness of its audience to meet halfway. Like some of its best recent material - and from the sounds of it, immediate future material - it asks you to find a climax without an easy road map. Those willing to trust that Radiohead won’t lead them down an unending, noodly path have been - and will continue to be - rewarded with some of the most exciting, bracing music of this or any moment.