Rather than list 10 obscure songs that I personally would love but are not realistically going to be played...
This is what I would do if I were Symphony X on this tour, balancing promotion of Paradise Lost, appealing to the new/potential fans, and appealing to the long term die hard fans (in order of importance, respectively):
Ex Oculus Inferni (Introduction - no Russ yet)
Set the World on Fire (flows from intro, plugs PL, good high energy heavy opener)
Evolution (can work a transition to replace the fade out easily, bands 'radio hit'
)
-brief 'we're Symphony X' intro / plug Paradise Lost-
The Serpent's Kiss (PL 'single', flows from new album plug)
Church of the Machine* (*any mid tempo groove song works here, key is slow down a bit)
Communion and the Oracle (the one light song for diversity, momentum builds hereafter)
-Introduce the band (the lull after Communion provides this opportunity because you don't kill any momentum, mood is more intimate)
-Then pull the clever 'this one's going way back for the die hard fans out there'
Damnation Game (would be SUCH a good live song, the solos are incredible)
Smoke and Mirrors (recognizable, good for old and new fans, keeps momentum building)
Of Sins and Shadows (concludes on 'the song that started it all', finishes strong)
-Encore-
[any short/heavy song from PL] (3 full songs from new album = good marketing)
Through the Looking Glass -or- Rediscovery I and II (always end on an epic)
There is only 1 good reason to end with The Odyssey - because it probably took 3000 hours of rehearsal time to make that thing playable live, and I'm sure it hurts to throw that effort away (entirely understandable). However, after at least 4 legs of touring in support of The Odyssey, I would consider that album officially plugged and move on to something else. Of course, this will depend on time allotment between now and then. If there is no time to rehearse a new epic, I will understand entirely why the Odyssey shows up.
I would truly prefer not to hear either Inferno or Sea of Lies again. Inferno is not as strong live as the band seems to think, and botching the intro every time doesn't help (hearing that low keyboard riff well enough in a live setting to stay in time must be quite an adventure) . Sea of Lies is boring live until the string skip/tap gimmick, which has its entertainment value, but it's not worth sitting through the rest of the song.
I'm glad to see Damnation Game getting a lot of love in these posts, of any 'classic/rare' song I would want to hear, that is the one I picture absolutely KILLING live. An added bonus in my set list - think about the solos in Damnation Game, Smoke and Mirrors, and Sins and Shadows - that's a major musicianship showcase right there. I think not only would the transition from the end of Damnation Game (big cheers for a classic) into Smoke and Mirrors (big cheers of recognition on that fantastic intro) be the strongest moment in the performance, but new/potential fans would walk away from that 3 song stretch thinking 'oh my god, these guys are out of their mind absurd musicians'.
The only other thing I would mention is that the band seems to have this impression that Sins and Shadows is generally understood as the song that put them on the map and therefore should be a mainstay of the set. To be honest I have never seen any extra special reception for it, and I'm not sure if the current fan base is really as in touch with that song as you may think. I find Evolution is the song interpreted as having that special meaning by current fan base. That is not to say it should be stricken from the set list - it's a strong live song and the solo trading section is fantastic and engaging. More so, I would reassess it's purpose in the set list - and consider subbing it out now and again.
) . And there's nothing I would like to see more than they playing it live. But of course I do understand if they don't do it. 
