After I saw Edguy and Brainstorm in Stuttguart at the end of April, I went back to my hotel and wrote down the set lists because I thought this question might come up.
This is what I got:
Brainstorm:
Sheva's Tears
Blind Suffering
Doorway to Survive
Hollow Hideaway
Fornever
Tear Down the Walls
Under the Lights
The Leading
Highs Without Lows
Edguy:
Under the Moon
Mysteria
Navagator
Land of the Miracle
Headless Game
Lavatory Love Machine
Fallen Angels
Babylon
Vain Glory Opera
Piper Never Dies
King of Fools
1st Encore:
Chalice of Agony
Tears of Mandrake
2nd Encore:
Out of control
The show kicked ass. Both bands were great, and Nocturnal Rites ( the first opener) was awesome too. I hope to see them at PP some year.