This set really shows how good Floyd was live. Gilmour is one of the most underrated rock guitarists, I feel, but on this he really shreds it, on par with Clapton or Jimmy Page. His style is much more understated, though, so don't expect fireworks.
That said, my one complaint is that this isn't from a single show. They picked the best takes from the shows in LA, New York, London and Dortmund and pieced together a complete Wall. To me, this is artistically dishonest. Having heard most of the Wall performances, I know they could have easily released, say, 2/27/80 or 2/28/80 and still had release-worthy performances. For me, knowing it wasn't all one show kind of ruins it, but it still is an excellent document of one of, if not THE best live band ever.