The biggest piece of advice I would give is to stay active. They take so long to record albums that they lose all momentum from a marketing standpoint. When they tour, it's usually for short runs in limited regions. Obviously, some of this is due to financial issues, family priorities, etc., but the only way to legitimately grow a band is through new music and constant touring. We all know they are never gonna tour as much as some other bands, and that they don't want to, so the only way to augment this is by releasing new music and doing one-off shows or interviews to stay relevant.
In regards to the setlist issues, this is a moot point. We can whine all we want about new material, but as it has been pointed out before: we are 20-30 people on a message board. Most people that buy records, go to shows, and talk about Symphony X do it off of this website. The same live show setlist pattern can be seen with most successful bands. They always stack the set with as much new material as possible to encourage new fans to buy their new material. After their popularity peaks, they begin to do greatest hits shows, and eventually devolve into shows heavy on old songs in a last ditch effort to please old fans and hold on to a respectable fanbase.
Even huge bands like Metallica eventually succumb to this live show loop. They will still release new material, but no one cares because they pay to go to a live show and are treated to a novelty greatest hits set. To not tour on your new music is to admit that your old music is better, which shows you have no confidence as a song writer anymore. The only band that has this down to a science is Iron Maiden. They release a new album, tour heavily on that album (sometimes playing the entire disc live), release a live album that focuses on their newest album, do another tour that features all of the classics to get people interested again, and then release a new album and start the whole cycle over again. The key here is a constant presence, which Symphony X does not maintain. They disappear for years at a time with no new material, no old material, and little presence in online, print, or televised media. The only way to keep pleasing old fans and gain new fans is to stay active.