Nick Cave's invitation-only show for a thousand people at London's LA2 on Sunday was a rock-celebrity affair. Siouxsie Sioux and Bobbie Gillespie chilled with Shane MacGowan and Andy Fletcher from Depeche Mode as Cave showcased songs from his new greatest-hits record, The Best of Nick Cave and the Bad Seeds. Prowling across the stage like a goth Elvis, he belted out such favorites as "Deanna," "(Are You) The One I've Been Waiting For" and "The Mercy Seat," among others. Although said to be in the audience, PJ Harvey did not take the stage to duet with the Cave-man.