Basically, it was GREAT. I love both their music, and they played a lot of it, so how can you really go wrong?
I didn't have a ticket or anything, so I did what I did last time I went to a big concert (Tina Turner) by myself: I just drove down to the Can (the Pepsi Center), walked up to the box office, and asked for the best seat they had in my price range. Which got me something off to the side, but close enough to actually make out faces on-stage, albeit barely.
Sting's guitarist was the opener, and he played a few nice instrumental pieces. I didn't pay a lot of attention, but it was nice. Sting came out to sing along on one song.
Then Annie came onstage. I really went more for her than I did for Sting, and it was totally worth it. She played pretty much all my favorites of her songs, and it made me very happy. She is an amazingly thin woman. I can't figure out what the right word to describe her is, because "skinny" has some connotations of unattractiveness, which she isn't. But she really has no extra padding or mass anywhere on her. She dances like a funky skinny white woman. Her voice is just as good live as it is on the albums. Her setlist:
Legend In My Living Room (awesome)
No More 'I Love You's
Little Bird (yay! I love this song!)
Pavement Cracks (my absolute favorite song off Bare)
Here Come The Rain Again (a nifty acoustic version)
Waiting In Vain
Walking On Broken Glass (yay again!)
Missionary Man (a pretty rockin' version, that led right into:)
I Need A Man
Sweet Dreams (Are Made of This)
There may have been another song between Little Bird and Pavement Cracks, but I didn't think to start writing the songs down until halfway through.
There was a bit of a break between her set and Sting's, and they took down the curtain behind the stage. Sting had a sort of a grid backdrop with some big moving video screens on it. Nothing fancy, but they did some nice effects with it. His setlist:
Send Your Love
Every Little Thing She Does Is Magic
Dead Man's Rope
We'll Be Together Tonight (duet with Annie, w00t!)
Fields of Gold
Englishman In New York
Whenever I Say Your Name
Never Coming Home
If I Ever Lose My Faith In You
Every Breath You Take
A Thousand Years
Whenever I Say Your Name has some very cool religious symbol/kaleidoscope/mandala action going on on the video screens, while Send Your Love had exotic dancers, basically, but was actually classy and fairly sexy. Roxanne went into a long jazzy thing that I wasn't too excited about, but then for the encore we got Desert Rose, which was freakin' AWESOME! I *LOVE* that song, and I was dancin' around and gettin' groovy. It was very cool. Getting a second encore was pretty cool, too.
So all in all, it was a great concert. It was very rainy getting to and from the parking lot, and based on a sample size of two (I saw Sting at Red Rocks in high school), I conclude that Sting concerts cause rain. So keep that in mind.