NEIL Tennant is in need of some sea air. He and Chris Lowe have just arrived at Blackpool, ahead of the first Pet Shop Boys show in Chris's home town in almost 20 years. "We thought it was about time we played it," he muses. "It's nice to be here, actually. I like Blackpool."

The Blackpool date comes midway through the latest leg of the Pet Shop Boys' seemingly never-ending Pandemonium tour. This particular show has been on the road since June of last year, with a five-month break between December and May. A souvenir live album has been on sale since February, and yet the show rolls on, evoking unlikely comparisons with the perpetually touring Bob Dylan.

"We actually finish the whole thing with the V Festival at the end of August," Neil assures me, unaware of the dangerous precedent set by Oasis, whose headlining set at Weston Park last year turned out to be their final performance. But while the Gallagher brothers turned in a bored, lacklustre, last-legs set, there seems little danger that disaster will strike twice, especially given this show's recent ecstatic reception on the festival circuit.

"Pandemonium" might not be the first word that you would associate with a Pet Shop Boys concert, but it's a state of mind which Tennant and Lowe are happy to encourage.

"We always say that a lot of the pandemonium tends to come from the audience," says Neil. "Since we started at the end of May, we headlined the Primavera festival in Barcelona, then we then did a show in a castle in Italy, then we did Glastonbury, and we've just come back from the Balaton festival in Hungary, and playing in Munich.

"And I really think that all of these shows have been the best shows of our lives. I don't know why, but the experience has been incredible and the show is very tight now. I like to think it's a very entertaining show. It's not a bit like anyone else's show."

Tomorrow's performance at Splendour – where Tennant and Lowe headline over Calvin Harris, The Noisettes, Athlete and viral YouTube sensations OK Go – will to all intents and purposes be the same visual and musical experience which they brought to Glastonbury four weeks ago. The memory makes Tennant both beam and bristle.

"Glastonbury was an amazing experience. We got between 40,000 and 50,000 people watching."

It has been ten years since the Boys last played Glastonbury. "It's kind of nerve-wracking, because Glastonbury has become such a big deal. Because it's televised, it's almost treated like a sporting event by the media, and so there's something very competitive about it. When we first did it in 2000, we were on the main stage between two rock bands: Ocean Colour Scene and Travis. So we were wondering whether it was going to be our audience. In fact, once we got going, the audience grew and grew, and afterwards everybody said it was a big success.

"This time, we were headlining the Other Stage. We were wondering how big the crowd would be, because we knew that Muse were on the main stage. But we got a huge audience before we even started, and the reaction and the energy from the audience was really remarkable."

For anyone who still nurses memories of those impassive, static television appearances which defined the duo's image in the 80s, Tennant's newly energised, openly enthusiastic performing style – complete with actual smiling, actual waving, and actual invitations to sing along – may come as some surprise. And yet he denies that playing to a festival crowd has changed his approach to his stagecraft.

Of course, having an elaborate and ever-changing stage set-up will always help maintain an audience's attention – and in this area, the Pandemonium experience is unlikely to disappoint. As Neil explains, the show is a "theatrical, multi-media experience" which splits into four distinct parts.

"It's not a story, but it has a sort of narrative impetus, that takes you through to the end. It's a very creative show, and people can't quite believe that it's based around 250 cardboard boxes."

Early in the set, as the recent album track Building A Wall is performed, these white boxes start to stack up at the rear of the stage, in a manner which might evoke memories of a certain legendary Pink Floyd show. But later on, as the wall disintegrates and the boxes form looser, more disorganised shapes, you might be reminded of the Turner Prize-winning artist Rachel Whiteread, and her recent "giant sugar cube" installation at Tate Modern.

"I've never seen the Pink Floyd show," says Neil. "It's much more Rachel Whiteread, although I don't think it's inspired by her either. Sometimes we might be playing a small theatre in Milwaukee, and sometimes we'll be headlining Glastonbury – so you want something that's flexible."

The show starts with a song which, despite topping the charts for three weeks in 1988, remains the least remembered of the Pet Shop Boys' four Number One singles. For while most people will have no difficulty recalling West End Girls, It's A Sin and Always On My Mind, they may well have forgotten about Heart, a song which, more recently, has been welcomed back into their repertoire.

If Tennant had ever fallen out of love with Heart, he is not about to admit it now.

"The audience normally sing along, so it's not that forgotten. And it's a lovely song. Every night that we sing it, I think what a clever song it is: the melody and the way it's structured. It's a very warm song, and that's what I really like about it."

As for Always On My Mind, the song's seemingly warm and heartfelt sentiments are undercut by Tennant's final line, delivered just as the track starts to fade. "Maybe I didn't love you", he sings once more – and this time there's no qualification, just a brutal full stop.

"The song is sung from the point of view of a selfish and self-obsessed man, who is possibly incapable of love, and who is now drinking whiskey and feeling sorry for himself. It's a completely tactless song. 'And I guess I never told you'" – here, Neil places withering emphasis on the word "guess" – "'or, you know, I guess I could have held you'. So actually, 'maybe I didn't love you' is a completely logical conclusion."

Another unlikely cover is saved for the show's climax: Coldplay's Viva La Vida, mashed up with Tennant and Lowe's 1988 hit Domino Dancing. Neil explains: "When we were working on the last album, that Coldplay record had just come out. Viva La Vida was a very unusual song for Coldplay. It's what we call a 'four on the floor' dance record – and it sounds like a Pet Shop Boys record. We suggested doing a remix for them, and I think they were quite into the idea.

"Chris and I always had this idea that we would like to record it, and turn it into the Pet Shop Boys record we always felt it could be.

Although Domino Dancing's comparatively low chart position effectively ended what Tennant has subsequently called the group's "imperial phase", what followed was not a dramatic fall from grace, but rather a graceful abdication as the UK's top pop act.

"You know that sort of thing is never going to last," he explains. "In the 80s, the Pet Shop Boys was a singles band. In the 90s, the Pet Shop Boys became an albums band. In the following decade, the Pet Shop Boys became a touring band, as well as being a singles band and an albums band. We branched out into a variety of other projects, and we have evolved a combination of music and theatre in our performances.

"And so, 25 years after West End Girls, here we are. I think it's a tribute to actually not being about fame, and not being about celebrity, but being about songwriting and creativity."

More Splendour interviews: Pages 5, 6, 7 and 8. Festival fashion special: Page 20.