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With a raucous “Let’s Go Crazy,” Prince was off and running Thursday night at Showbox at the Market.

In the first of four shows at the 1,150-capacity venue, the Grammy-winning, Minneapolis-bred rock star played a few of his old songs and favorite covers but mostly rolled out new material from his new “Plectrum Electrum” album, notably “Screwdriver” (with lyrics scrolling on a screen) and the grungy “FixUrLifeUp.”

Indeed, this wasn’t an evening for such classics as “Purple Rain,” “1999” and “Little Red Corvette.” But the spirited performance offered ample opportunity for Prince, now 54, to show off his legendary prowess on guitar (and pay tribute to Seattle native Jimi Hendrix).

The concert was part of a nine-city West Coast tour that began Monday in Vancouver, B.C.

With tickets starting at $250 a person, the concert was an exclusive, up-close-and-personal affair for longtime fans revved up to see the Purple One in an intimate setting.

A fog of perspiration hung in the air as Prince and his powerful, all-woman band, 3rdEyeGirl, took the stage for an intense, 90-minute performance that reveled in ’80s excess.

The diminutive rock star, sporting an Afro and snazzy suit, was in a buoyant mood, eager to show off his talented backing trio, featuring Canadian guitarist Donna Grantis, Danish bassist Ida Nielson and Kentucky-bred drummer Hannah Ford. The crowd roared its approval when he shouted, “How about this band, y’all?”

Eye-popping lighting effects and videos made the room feel like a mini arena, and extended jams allowed Prince and the band to stretch out. Concertgoers bounced and bobbed, thrusting arms in the air and singing along as they celebrated one of rock’s most flamboyant stars.

Prince romped through The Cars’ “Let’s Go” (”We have to play that song for Boston tonight,” he said of the Boston-bred band, referring to the marathon bombings) and Tommy James and the Shondells’ “Crimson and Clover.”

After a short encore featuring a funky “Dreamer,” the room was cleared for the second show, cutting things a bit short for such a pricey ticket.

Gene Stout: