Whatever next, Sufjan? The majestically foolish album quinquanloogy road trip of America has conked out with the car barely at the edge of town, drunk on chicken in the lot of a KFC drive-thru. A five-disk box-set of Christmas songs has delivered more festive anthems than Santa himself would require if he was about to embark on that very cross-country odyssey and wanted to balance Neu!'s infinite motorik pulse with the sound of home. The Transfiguration of Jesus actually happened seven years ago and the AA's thirst for an international call-to-arms has even been slaked with a recent orchestral ode to a Brooklyn expressway.

Those of us seeking clues as to where Detroit's music and knitting polymath might head next can thankfully forego 'Gunnersbury Lane: It's Love' and instead check the tracklist for 2006's The Avalanche. A supposed slab of off-cuts to accompany Illinois, the second and final instalment in the aforementioned, ill-fated 50-state venture, song 19 is titled 'Chicago (Multiple Personality Disorder Version)'. From the masses who have seen Little Miss Sunshine and beyond, this, in whatever fashion it might be recast, has become his signature tune. It's a prophetic one too.

Tonight's first UK date on a mini UK tour to showcase Stevens' eighth album, The Age Of Adz, has been framed by the sort of miswired personal diagnosis fitting of his most radical record. In the pursuit of a performance to match, few will leave the Royal Festival Hall either disappointed or unconvinced by this apparent trauma and literal talent. In the week of the gig, he told a UK broadsheet "a lot of this feels like a second puberty." Talk of a midlife crisis plus existential meltdown equals a conclusion he is only too happy to draw: "I'm really screwed up."

Back in June 2004, this scribe witnessed what is vaguely remembered as Sufjan's first UK concert. Bush Hall was ecstatically charmed by a display cosy in shy wit and epic banjo, replete with the sort of onstage pyrotechnics last seen in a mid-80s Essex classroom. His use of an overhead projector and whiteboard to illustrate landmarks from Michigan will live long in the memory. Almost as long as the wings unfurled a few years later, most spectacularly in Reykjavik's suitably hymnal, Gothic Frikirkjan Church. Those rococo wings are again in evidence tonight, as is their challenging weight on the shoulders of an undisputed one-off.

The band strike up the chilling visitation of 'Seven Swans' and it will be a full 150 minutes before they smash into their destination, like United 93 piloted by Icarus, flapping wildly in the sort of psychedelic moonage daydream that confirms its author's cataclysmic dalliance with a nervous breakdown. Save the opening, Stevens mines the new, including much of ...Adz. These are digitised, hyper-real sound clips stitched together across hours of painstaking rehearsal, more in tune with the feet than the head and painted by his expansive supporting cast, including two drummers, two dancers and, apparently, 327 guitar pedals.

The glitchy, sparking circuit board of 'Too Much' underlines the oft-used Kid A-style comparative volte-face running through this new material, a theme returned to in the mesh of synths of 'I Walked' and Sufjan's Yorkeian footwork during 'Get Real''s bleep and beats coda. So busy in their construction, these songs have swapped narrative and folklore for the excoriation of the soul, bubbling over in 'I Want To Be Well''s "illness and recovery" and the molten tumult of 'Vesuvius', as the group chant: "Sufjan, the panic inside, the murdering ghost, that you cannot ignore."

With costumes and backdrops inspired more by Daft Punk's Pyramid™ or the Tron remake than The Book Of Revelations or the Michigan river, the whiteboard is now a technicolour spacescape in a mind-melting trip worthy of Sufjan's most cosmic ambitions. He tells us his parents were "star people" and such intergalactic strides hit light speed in the 25-minute 'Impossible Soul' as yet another costume change sees Stevens swamped by a huge wig, gargling with auto-tune and surrounded by the day-glo carnage of an all-night disco party.

"Boy we made such a mess, together," he gleams, to a standing ovation, the walkways clogged with adoration. Is this the rehabilitation he craves? Are we all much the better for such electric kool-aid catharsis? Of course, Stevens' music has grown ever more complex to the point of bloated overstatement long before '...Adz' and there are a number here surely more moved and misty-eyed by a knock-out encore of 'Concerning The UFO Sighting Near Highland, Illinois' and 'John Wayne Gacy Jr', played alone on piano and guitar, let alone a dazzling crescendo of 'Chicago'. In a constellation of planetary balloons, Sufjan (Multiple Personality Disorder Version) is risen.