I was there too (free tickets), and I'm 99% positive they did Astro Zombies. I was kinda shocked they threw Black Parade out right in the middle of the set, it seemed like a perfect last song to me. And I'm pissed they didn't do Thank You For The Venom, since it's the only MCR song that I really like. Still, it was a shockingly good performance, especially considering some of the vids I've seen of them from previous tours.
And the sound was way off for the first half of Mindless Self Indulgence's set, kinda ruined it a bit. Still, it was a decent gig, especially for it being MCR, as I'm not really a fan.