i've never known them to play anything other than clubs. 930 might be a tad on the small side, but it's more or less what they usually play in the US. my completely unfounded opinion is that this won't sell out immediately, but i wouldn't wait to get tickets. by all accounts their show at Nation in 2006 was pretty epic so there will be demand. smaller club + buzz from last show + haven't played in a few years = get tickets sooner rather than later.
threre won't be any tickets left at the door, if that's what you're asking (then again, tonight's NYC show isn't sold out yet, although i suspect there will be a lot of walk-ups)
i got an e-mail from a friend who saw them last night in toronto. show was about an hour long, no fancy light show only pots and strobes (sorry walkies), played mostly from the new album although they threw in the classics, was very loud, place didn't stop jumping with manic energy. over all, a good but not mind-blowing show... take with a grain of salt, he's rather jaded.