I happened upon a Miike Snow show (joy!) when I was in Chicago for Lollapalooza two weekends ago. They were a little rough still, but the performance beat out the rest of the weekend, by far. It was held in a venue in the meatpacking district of Chicago, which seems to still be used for packing meat in a totally non-ironic, non-depressing way, unlike the B&T wasteland of lower Manhattan.
Some quick notes: lead singer Andrew Wyatt has a rugged beard a la Ben Bridwell, and he accentuates it by wearing a Phantom of the Opera-style mask; it's sort of nerve-wracking to watch an entire band wearing aforesaid masks; I think the band needs to let the awesomeness of their song "Animal" sink in before playing any more weird, electro-infused reprises; "Sylvia" is a much more beautiful song than I had realized.
Lykke Li headlined the show, and I couldn't help suspecting she picked Miike as a headliner because of some shared Swedishness. Which leads to my next question: how do you pronounce "Miike"?