One sure thing about U2 is that it always thinks big.

Whether it's giving away its "Songs of Innocence" album to every iTunes user or providing the score to the "Spider-Man: Turn Off the Dark" musical, despite limited Broadway experience, the band never shies away from a challenge.

With their Innocence + Experience tour, which launched an eight-show run at Madison Square Garden Saturday night, the Rock and Roll Hall of Famers faced down the biggest challenge of their 35-year history: To prove that they still matter.

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If any question about that remained, it was put to rest in the first half of the show, during which  the band built what may be the most sadly beautiful arena concert ever staged.

When Bono struts down the walkway between the tour's two 40-foot video screens, the effect is that he becomes part of the gorgeous artistic videos of his childhood being projected on the screens. It's a brilliant bit of staging and the band uses it for a stunning effect to showcase "Cedarwood Road," about life in the band's North Dublin neighborhood, and "Song for Someone," a love song for Bono's wife, Ali, from the new album. The truly breathtaking result makes the shattering of that innocence by war almost overwhelming. The mood is snapped as quickly as Larry Mullen Jr.'s snare drum hits to announce the classic "Sunday Bloody Sunday," with the new, raucous "Raised by Wolves," driven by The Edge's raging guitar riffs that push Bono to proclaim, "Comfort me!" They use "Until the End of the World" to punctuate the bleakness with an exclamation point.

For the second half of the show, U2 seeks to create human contact to end that bleakness. The sensual one-two "Achtung Baby" punch of "Even Better Than the Real Thing" and "Mysterious Ways," the tender piano ballads of "October," which Bono said they hadn't played in 25 years, and the new single "Every Breaking Wave," the political anthems "Bullet the Blue Sky" and "Pride (In the Name of Love)" -- were all calls-to-arms for connection.

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Bono referred to the chorus of "Invisible" -- "There is no them, there's only us" -- often throughout the concert's second half. He also called for peace, even while offering, in true Bono style, a lengthy list of recent flashpoints that show how far away racial harmony actually is.

"Dr. [Martin Luther] King, we need you more than ever," he said, after listing incidents in Charleston, S.C., Ferguson, Mo., and Staten Island during "Pride." "Sing for the peacemakers!"

And that's exactly what the crowd did. During "Pride" and "With or Without You," which sounded even more desperate with Adam Clayton's throbbing bass line turned up, the crowd sang louder than amplified Bono. On the final encore "One," Bono started them off and then let them sing by themselves for entire verses to create yet another memorable communal experience.

However, that also pointed out the band's current problem. Nothing from "Songs of Innocence" comes close to that sort of transformative power, though that album is a quantum leap forward compared to its overblown predecessor "No Line on the Horizon," which was completely ignored at Saturday night's show. That means U2 hasn't had a truly U2-worthy song since those on "How to Dismantle an Atomic Bomb" in 2004.

The brilliant staging and performances for the "Songs of Innocence" tracks are necessary to prop those songs up because they are not quite on the level of the band's other work.

It seems U2 is finding outlets other than music for its creativity these days with mixed results. While the band has already apologized for the overzealousness of its iTunes release fiasco, the concept and staging of the "Innocence + Experience" tour outclasses every other arena tour around.

This tour is a must-see for its emotional and artistic impact, for the ideas conveyed in the performance. It will undoubtedly change the way arena tours look and sound in the future. In that way, U2 is as relevant as ever.

"America is not just a country, it's an idea," Bono said during a rousing version of "Where the Streets Have No Name." "It's still being shaped. It's still being born."

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Apparently, that goes for 35-year-old U2 as well.

SET LIST: The Miracle (Of Joey Ramone) / The Electric Co.>Send in the Clowns / Vertigo / I Will Follow / Iris (Hold Me Close) / Cedarwood Road / Song for Someone / Sunday Bloody Sunday / Raised by Wolves / Until the End of the World / The Fly / Invisible / Even Better Than the Real Thing / Mysterious Ways / Elevation / Ordinary Love / October / Every Breaking Wave / With or Without You / City of Blinding Lights / Bullet the Blue Sky / Hands That Build America / Pride (In the Name of Love) // ENCORE: Beautiful Day / Mother and Child Reunion / Where the Streets Have No Name / One