He played a lot of newer songs:
And some songs that may not be quite as new but I had never heard before:
And here are some of his older songs that he performed:
I own his A Little Bit Special CD, so I was glad he played some of those songs! This show was great (he's fantastic live), so I recommend seeing him if you have the chance!
PS: Did you know that he performed in the Broadway version of The Wedding Singer years ago? And got a Tony nomination for it? Who knew! http://www.broadway.com/buzz/11188/stephen-lynch/