Here is the set list from the Driving USA tour:
                                         1. Hello Goodbye
                                          2. Jet
                                          3. All My Loving
                                          4. Getting Better
                                          5. Coming Up
                                          6. Let Me Roll It
                                          7. Lonely Road
                                          8. Driving Rain
                                          9. Your Loving Flame
                                          10. Blackbird
                                          11. Every Night
                                          12. We Can Work It Out
                                          13. Mother Nature's Son
                                          14. Vanilla Sky
                                          15. You Never Give Me Your Money/Carry That Weight
                                          16. Fool On The Hill
                                          17. Here Today
                                          18. Something
                                          19. Eleanor Rigby
                                          20. Here There And Everywhere
                                          21. Band On The Run
                                          22. Back In The USSR
                                          23. Maybe I'm Amazed
                                          24. C Moon
                                          25. My Love
                                          26. Can't Buy Me Love
                                          27. Freedom
                                          28. Live And Let Die
                                          29. Let It Be
                                          30. Hey Jude

                                          First Encore
                                          31. The Long And Winding Road
                                          32. Lady Madonna
                                          33. I Saw Her Standing There

                                          Second Encore
                                          34. Yesterday
                                          35. Sgt. Pepper (Reprise) / The End

Here is something I copied from a message  board at paulmccartney.com:

                                          Notes on Paul McCartney Concerts
                                          April 23 & 24, 2002
                                          MCI Center, Washington, DC
                                          (here is a helpful link) http://www.photos.mccartney.net/report.htm

                                          Paul McCartney performed at the MCI Center in Washington, DC, on
                                          Tuesday and Wednesday, April 23 and 24.

                                          The pre-show began at 8:20 P.M. While the "Auraveda" remix from the "The
                                          Fireman" CD played over the PA system, an odd parade of costumed
                                          characters walked slowly down the aisles and to the stage. The characters
                                          included actors dressed as 18th-Century Frenchmen, court jesters carrying
                                          balloons, contortionists, a man on stilts, a woman walking on a gigantic
                                          rolling ball, a circus strongman with barbell, Roman Statues, and Spanish
                                          dancers. The screen behind the stage showed beautiful images of Roman
                                          ruins and a forest. After 20 minutes of the characters moving about
                                          aimlessly and in apparent wonder of each other, a giant silhouette of Paul
                                          holding up his Hofner bass guitar appeared on the screen. The screen rose,
                                          and there stood Paul.

                                          Paul wore a red, short-sleeved t-shirt with black suit coat and blue jeans
                                          on Tuesday, and a red, long-sleeved, button-down shirt with white suit
                                          coat and black pants on Wednesday. His band consisted of Paul "Wix"
                                          Wickens on keyboards and accordion (and guitar for one song), Rusty
                                          Anderson on guitar, Brian Ray on guitar (and on bass when Paul played
                                          piano or guitar), and Abe Laboriel, Jr., on drums. All band members sang
                                          background vocals.

                                          Paul performed for 2 1/2 hours on both evenings, and the setlists were the
                                          same. Paul's instrument changes are indicated in parenthesis and refer to
                                          the instrument he played for the following song(s).

                                          (Hofner bass)
                                          1. Hello Goodbye
                                          2. Jet
                                          3. All My Loving (black and white Beatles' videos on the screens)
                                          (switches to lead guitar)
                                          4. Getting Better
                                          (switches to Hofner bass)
                                          5. Coming Up
                                          (switches to electric guitar)
                                          6. Let Me Roll It
                                          (switches to Hofner bass)
                                          7. Lonely Road
                                          8, Driving Rain
                                          (introduces drummer, Abe Laboriel, and moves to grand piano)
                                          9. Your Loving Flame
                                          (begins acoustic guitar solo set)
                                          10. Blackbird
                                          11. Every Night
                                          12. We Can Work It Out
                                          13. Mother Nature's Son
                                          (changes to an acoustic guitar w/o a pick guard)
                                          14. Vanilla Sky (with Wix and Rusty Anderson)
                                          (switches to psychedelic upright piano)
                                          15. & 16. You Never Give Me Your Money/Carry That Weight (Paul plays
                                          solo and intentionally messes up one line)
                                          17. The Fool On the Hill (with Magical Mystery Tour footage on screen)
                                          (switches to acoustic guitar)
                                          18. Here Today (John Lennon tribute)
                                          (switches to ukulele)
                                          19. Something (George Harrison tribute)
                                          (switches to acoustic guitar)
                                          20. Eleanor Rigby
                                          21. Here There and Everywhere (Wix on Accordion - full band)
                                          (switches to Hofner bass)
                                          22. Band On The Run
                                          23. Back In The USSR
                                          (introduces Rusty Anderson, switches to grand piano)
                                          24. Maybe I'm Amazed
                                          25. C Moon
                                          26. My Love
                                          (introduces Wix-switches to Hofner bass)
                                          27. Can't Buy Me Love
                                          (switches to acoustic guitar)
                                          28. Freedom (banner with Statue of Liberty caricature unfolds)
                                          (introduces Brian Ray, switches to grand piano)
                                          29. Live and Let Die (great explosions and pyrotechnics)
                                          30. Let It Be
                                          (switches to psychedelic upright piano)
                                          31. Hey Jude (For the second part of the song in which the audience sings
                                          along, the screens show shots of the crowd. Paul ends by pointing all
                                          around and saying "You did great, you did great, you did great!").

                                          1st Encore: Paul runs on stage carrying an American flag, Brian Ray runs on
                                          stage carrying a District of Columbia flag. Paul has changed to a red,
                                          short-sleeved t-shirt that reads "No More Land Mines".

                                          (grand piano)
                                          32. The Long And Winding Road
                                          33. Lady Madonna
                                          (switches to Hofner bass)
                                          34. I Saw Her Standing There

                                          2nd Encore:

                                          (acoustic guitar)
                                          35. Yesterday
                                          (switches to Les Paul guitar)
                                          36. & 37. Sgt. Peppers Lonely Hearts Club Band Reprise/The End

                                          After "You Never Give Me Your Money/Carry That Weight", Paul played
                                          soothing keyboard music and joked "It's now time for your massage." Paul
                                          delivered a monologue on massages he has received around the world. He
                                          mentioned a massage in New Orleans in which the masseuse tells Paul to
                                          envision he has a hollow bronze leg and the neck of a giraffe. The
                                          masseuse asks Paul how he feels, and he responds "Like a giraffe with a
                                          hollow bronze leg." Paul then mentioned a massage in Tokyo where the lady
                                          started singing "Yesterday" with a high-pitched, Japanese accent. The
                                          crowd laughed when Paul imitated her voice.

                                          Most songs were accompanied by sophisticated videos. During "Freedom", I
                                          counted a total of 40 screens (one large screen blocked by the banner,
                                          three rectangular screens, and 36 smaller square screens).

                                          During "Something", the screens showed images of George Harrison during
                                          and after his Beatles' days. A photo of George with fake eyeballs drew
                                          laughter. Other photos showed George with Eric Clapton and with Dave
                                          Edmunds (I think). Paul explained that the ukulele he played during
                                          "Something" was given to him by George. He also said that George used to
                                          hand out ukuleles after dinner and invite everyone to join in.

                                          During "Lady Madonna", the screens showed images of many women
                                          including Princess Di, the Queen Mother, Marilyn Monroe, Amelia Earhardt,
                                          Eleanor Roosevelt, Aretha Franklin, Audrey Hepburn, Mother Theresa, Tina
                                          Turner, and Janis Joplin.

                                          Everytime the circus strongman in the muscleman suit helped bring out the
                                          psychedelic piano, Paul cracked that the strongman should stop using
                                          steroids.

                                          After "C Moon", Paul explained that the inspiration for the song came from
                                          "Wooly Bully" by Sam the Sham and the Pharaohs. In "Wooly Bully", there's
                                          a line that goes "Don't be an L7", which means don't be a square (Paul uses
                                          his arms to show how an L next to a 7 looks like a square). He said that he
                                          wanted something that was the opposite of square, and came up with "C
                                          Moon" to represent "cool". Paul used one arm to make a C and the fingers
                                          of the other hand to make a moon above the C. I didn't understand how
                                          this represented "cool" (it looked like "co" to me), but the rest of the
                                          audience seemed to get it. Paul joked that he had just explained an
                                          important part of rock history.

                                          During "Let It Be", many people lit their lighters and there was a cluster of
                                          lighters on the screen. At the end of the song, Paul said "Thank you for the
                                          lights".

                                          On Tuesday after "I Saw Her Standing There", Paul tossed his Hofner bass
                                          (that he had played with the Beatles) to a roadie/guitar technician. On
                                          Wednesday, he handed the bass to the roadie.

                                          After the final encore both nights, Paul autographed an album and threw it
                                          back to the audience. I wondered whether the owners got their albums
                                          back.

                                          Paul was in great voice and spirits both nights, and he put on wonderful
                                          shows. He seemed relaxed and appeared to have a great camaraderie with
                                          the band.