Iron Maiden did two consecutive "oldies" tours, one featuring tunes from the first 4 albums, and the next tour was basically from the following 4 albums. Everyone knew it in advance, and it was really something to get excited about (assuming you like old Iron Maiden). It was great for me as I am their worst nightmare as far as new material goes…hearing them play stuff from '83 makes me feel like a 7th grader again, but hearing their new material just makes me feel old…as I would not really be into that stuff now.
In between those tours, Maiden toured behind their latest studio album and played it all the way through, then played five older songs to finish it off. I wouldn't mind hearing a couple of songs off it, but I still want to hear some of the older stuff.
As for other artists, sometimes I want to know what they are going to be playing before I decide to go, sometimes I just go. When Neil Young comes through the area, I always check the setlists to see what kind of show I will get (acoustic, the "hits," Crazy Horse, the entire new record, etc...), before I decide to go. On the other hand, if Cheap Trick plays here, even as an opening act, I will go no matter what they play.