I know he sang it on his most recent tours. I think it became a permanent addition on his setlist in the late 90's. Most nights he dedicates it to Freddie I've been told.
Queen have always maintained that UP was one of the very best things they'd done but I read / heard some where that Bowie (at one point) was slightly embarrassed by the lyrics.
I saw it twice on the Reality tour -- it was part of the main set. I didn't see him/hear of him performing it on the Heathen tour. And though he's sang it a few times on different European tours, I'm almost positive it's not been part of a set since the eighties.
I went to see him live recently in Amsterdam and he performed the song. The female bassplayer did Freddie's part I think. Before the song he said 'Freddie couldn't be here tonight', which was kinda fun.
David never played UP until 1995. But ever since 1995's first Outside-tour he has played this song on EVERY show! (not every PERFORMANCE, but indeed every regular concert! And a whole series of tv-appearances as well)
(Also the Heathen shows, UnderPressure ;-)
That's right. Nice rendition recorded on one of the first occasions he did the song. Although the performance got a lot better through the years, I think. Gail Ann Dorsey already did a great job back then, but she's been going from strength to extreme strength!
I <3 Gail Ann.
But I must disagree, Jeroen -- perhaps he played them, again, on the European leg of Heathen, but never in the States. He played five concerts in NYC September 02, and I'm 95% sure he didn't play UP at any of them. Which is why this tour has been so fantastic.