I saw him live at the Dakota here in the twin cities. Tiny little venue where he played decades ago and still plays. Generally before he has a tour or new album he'll do like a whole weeks worth of shows there. Tickets to the actual shows are near impossible to get, but i got some rehearsal tickets, and have before. They are far better. Less people, more intimate, and it's pretty much just him practicing with his band and occasionally just going off on a shredding rampage on the guitar.
One time I was at the bar there there, and he appeared next to me asking for some bottled water to the bartender. Wearing his hoody, sunglasses, and being a little incognito. I made eye contact with him, nodded, and he said "sup boss", got his waters, and then left.
Pretty sure my heart stopped beating for like a minute.