Prince, shown here at a November media preview of 3121, enjoys taunting the crowd and turning his after-midnight sets at the Rio into a celebration of performing.

Prince has thrown out the Vegas playbook, and isn't it about time?

Think about what most Las Vegas entertainment is, versus what it could be. Las Vegas is an all-night town, but ticketed shows start at 7:30 p.m. and last about 90 minutes. Big stars such as Elton John take the money and play by dated rules, serving up the same short and tidy sets night after night.

So it seems like something out of a Vegas movie when your pricey ticket at least buys you nearly three late-night hours within sweating distance of a legend -- particularly one who still has so much to offer.

Granted, this whole Prince-in-Vegas thing is a little bit disorienting. Behind its anything goes facade, Las Vegas is an obsessive-compulsive neat-freak that disdains the wild card. So here comes the Purple One, cutting a quick deal with the Rio and hitting the ground running. He gives the old Club Rio a quick makeover and promises to play here every Friday and Saturday night for ... three months? As long as he feels like?

Ask him. Or have fun trying.

Catching up to last Saturday's show, the idea was to see if things had settled into any kind of routine since the opening of the 3121 club-and-restaurant operation on Nov. 10.

Fat chance. The set list had familiar reference points, but the opening weekend's minimalist band approach went out the window with the arrival of a surprise guest star: R&B saxophone great Maceo Parker, along with two more horn players and a keyboardist who have toured with both performers.

(Parker returns on Wednesday and Nov. 20, co-billed with Larry Graham & Graham Central Station. Graham toured with Prince in the late 1990s and calls him "Little Brother." You think You Know Who might show up?)

The show started a little after midnight and still wasn't over when Prince sang "Purple Rain" at 2:35 a.m. It was one of only a couple of songs in the show that you would call a signature hit -- another rule out the window. And while the general-admission floor thinned as the night wore on, it's safe to say most people had no problems with a set so heavily weighted with songs from the new "3121" album. Prince knows how to sell this stuff.

You need not be a hard-core fan to be caught up in the contagious musicality. As Prince moved from guitar to two-bass jams with Josh Durham, from choirboy falsetto to growling sex fiend, the show was as much a celebration of performing as it was a performance.

The opening "Sexuality" trailed into "Johnny B. Goode," just because it could. "Girls & Boys" brought out the horn section on a riser accessed by spiral staircase --the fanciest touch on a stage stripped to the back wall, highlighted in florescent paint -- with a Greg Boyer trombone solo the first of many excursions into the jamming funk of the James Brown and P-Funk old school.

A confetti drop on the crowd pulled them into the new "Lolita" just as much as "Kiss" or any song he didn't play. As Prince sailed from straight-up gospel blues to heavy rock chords to jazzy bedroom ballads such as "Shhh," there wasn't much time to pine for missing hits.

Besides, what's more fun than a party where no one's having more fun than the host?

Prince took his guitar into one of the seating areas (which are "upsells" with bottle service) for a solo during Parker's "Pass the Peas" instrumental. He pulled fans up to dance. He threw down playful taunts: "Can you stay up till 5 in the mornin'? Hmph. We'll see about that."

Or, "After the show, we're goin' in the restaurant and I'm gonna groove some more. Ya'll can go home if you want." (And, according to Web postings, he did just that -- until 5 a.m., natch.)

When an encore jam of "Partyman" segued into "Play That Funky Music" and then an improvised "Start Me Up," where no one knew many of the words beyond the title, you thought you had seen a one-of-a-kind Vegas show to tell the folks at home about.

One encore later, you knew you had. First, Parker and pianist Renato Neto served up a post-2 a.m. instrumental of the Louis Armstrong chestnut "What A Wonderful World." Then Prince came out to deliver a falsetto vocal on the beautiful Joni Mitchell ballad "A Case of You."

That, folks, is worth staying up late for. And even if Prince doesn't make Vegas a long-term proposition, it's going to be hard to see those paint-by-numbers headliners in the same light again.