Damn, hearing about these live Aphex shows make me jealous as can be. When were they? Before 2002 I'm assuming, because prior to Coachella in 08, his only stateside gig was at UCLA in 2002.
I saw his Coachella set and it was a complete mindfuck. It was a DJ set, I don't think he even does "live" sets anymore. He only had an hour to go, too. He opens with Public Enemy's "welcome to the terrordome", and then plays some old hip hop, and then onto old Chicago house from the 80s. The entire crowd was confused, and people were leaving left and right. Around the 25 minute mark, he plays a bit of gabba, and then breaks into some of the most intense drill n bass, jungle, techno, and drum n bass I've ever heard for the remaining of his set. It was basically a "history of electronic music" set. During the last 15 minutes, four guys wearing animal costumes came onstage and started dancing to it, and the last five minutes of the set were basically glaring noise with looped screams over it. After it turned off, he simply stood up, gave a thumbs up to the crowd, and walked off stage. My friend and I just looked at each other and started laughing - our jaws had hit the floor. The most brilliant and intense set I saw all weekend.