I really wanted them to double down on the Michael-Jackson-copying-him thing with Fat. The movie was getting long at that point, but I would have trimmed some earlier stuff and had him really beef with Michael. Throwing in Prince was a nice touch. (For those that don't know, Prince was one of the few musicians that denied Weird Al's request to parody him...he had at least 3 songs ready to go if Prince ever gave him the green light.)
He performed Beat On the Brat live at the show I went to last month. Front row center...literally felt like it was just Weird Al, myself, and his 2 guitarists jamming. Nobody else in the audience existed. I don't know how long he's going to keep doing this, but if that's the last time I see him in concert, it couldn't have been better.