The third time's a charm as Madonna's Celebration tour finds its rhythm

She remains the highest grossing touring female artist of all time – although Taylor and Beyonce are quickly catching up – and the staging of a Madonna tour has never shied away from the Big Fucking Spectacle. From beds and whips to crucifixes and glitterballs, she's always come alive in a space where the intensely personal (and often taboo) intersect with the overtly public. This time though the spectacle is the past: where memory meets myth and legend.

The Celebration tour - as you'll have read elsewhere - is a behemoth undertaking that's been fraught by gremlins and curfews on its first two nights. It's a show that revels in knowing its audience and celebrating the life as much as the career of its protagonist, with a spotlight that follows Madonna through her origin and rise for a bit and then just says "fuck it, let's just have a party for the rest of the night". Nuance and subtlely was only ever her thing up to point anyway. Set designers Stufish - who've worked with Madge before on the MDNA and Madame X tours, as well as Gaga's Born This Way Ball, U2's Zoo TV and Pink Floyd's The Wall shows - seem to have gotten the brief nailed down pretty well: Nobody's leaving here bored.

Thus, we get a chunky first third with skits and recreations of the Paradise Garage alongside evocations of CBGBs and the Danceteria. There's a very literal tribute to her younger self represented by a dancer dressed as an early eighties Madonna: "she's been through it," the 65-year-old tells us before embracing herself. After that, it's mostly a free for all, with each song dazzingly staged but thematically sprawling and played out across half the O2's floor space. It's a minor quibble even if it does leave one's head spinning.

While the show has the heft and character you expect, its USP remains the Madonna songbook which still ranks among the the best in modern music. The setlist nods overwhelmingly to her imperial phase - there's barely anything at all from Madame X, Hard Candy or MDNA and just one track from Rebel Heart and Confessions - and it's all the stronger for it.

The reasons behind some of her song choices remain intriguing. Incredibly, there's no "Frozen" - but we do get the first live perfomances of "Rain", "Justify My Love", "Bad Girl" and the Björk-penned "Bedtime Stories" in almost 30 years. "Live to Tell" remains a high point; a tentpole on all of her tours, its weight is all the more powerful from the ambitious simplicity in ts staging, with Madonna floating among unfurling screens paying tribute to those taken by AIDS. Monochrome portraits of Keith Haring and Easy E are among them while a lone figure in black with a red balloon walks the stage below - a neat touch that recalls Schindler's List or even Don't Look Now.

After that, it's a little more sprawling and unfocused from act to act but no less impressive with each song given its own particular memory gilding - whether it's an arrest skit that leads clumsily into "Human Nature" or the many Madonnas that drown the stage for "Bitch I'm Madonna". Her kids are here too, more than just bit players, they shine in their own spaces, whether as dancers, DJs or musicians; Mercy's piano alongside mum on "Bad Girl" is a highlight. It's a cute move that pays off, a recognition of the unique family unit she's built and goes down better than a Diplo appearance as the co-judge on a post-"Vogue" dance-off.

While we're getting the first successful execution of the Celebration tour in all its glory - even if she does appear to sail within a breath of the curfew again - the final act remains a weak point in the show. Why go out with the Benny Benassi mix of Paul Oakenfold-collab (and underwhelming club banger) "Celebration"? It's a move that feels like a misstep unless there's more to come once she heads to Europe and breaks free of Greenwich's cut-off times.