A 20th anniversary tour could be considered a victory lap; any band that makes it through two decades deserves to trot lazily around the country playing the hits. That’s not Wilco’s style, though. The band just released Alpha Mike Foxtrot, an expansive collection of rarities and live tracks, and the accompanying fall shows have proved to be a celebration of lesser-known material. Few bands have an obsessive enough fanbase to get away with playing a bunch of B-sides, and fewer still cater to their diehards, but on this Wednesday night, Riverside Theater warm-up for their upcoming six-night Chicago residency, Jeff Tweedy and his troops did anything but play it safe.

If Wilco can be thought of as having hits, they weren’t forthcoming during the first half of this show. Instead, the band concentrated on deep album cuts and improvisation, which the enthusiastic Milwaukee crowd ate up. Similarly to the band’s 2011 visit to the Riverside, an early pairing of “Poor Places” and “Art Of Almost” was bridged by a massive swell of noise and feedback, though the latter track has benefited from a few years of tinkering, coming off less like a contrived Radiohead rip-off and more like a simmering, dark disco freakout that just happens to sound kind of like Radiohead. Some Wilco shows are about subtleties and instrumental precision, but this one was destined to be noisy and visceral, and dominated by the wizardry of guitarist Nels Cline.

The high-speed end jam of “Hell Is Chrome” was Cline’s first chance to take a mean solo, but he would make the most out of every opportunity. He’s an incredibly versatile player who started out in jazz and made his name in more experimental circles, making his presence in a folk-rock band uniquely satisfying. His unconscious dexterity and theoretic mastery would be of little use in Wilco without his soulful melodic sense as an improviser, but he’s got the full package. This band could’ve easily faded gracelessly into blandness following the departure of Jay Bennett in 2001, but the addition of Cline in 2004 revitalized the live attack. From a simple series of piercing sustained notes in “War On War” to the multi-phase, experimental attack of the Loose Fur cover “Laminated Cat,” Cline never took a cliché rock-god approach—but if there is still such a thing as a legitimate guitar hero out there, Nels is one.

Tweedy was fairly talkative as usual, referring to Milwaukee as Wilco’s “home away from home” and needling one fan for glancing at her watch, but for the most part, the music spoke for itself. The meat of the set was relentlessly unconventional, with gems like “Airline To Heaven” and the long-shelved “Feed Of Man” (the most-requested song on Wilco’s website for this show) from the Mermaid Avenue sessions, plus a couple of tracks (“No More Poetry” and “Cars Can’t Escape”) that never appeared on an album. The set ended in fairly typical fashion, with plenty of material from the first two albums and the cathartic roar of “A Shot In The Arm.” But the final encore was an unusual treat, all acoustic and featuring the Uncle Tupelo classic “New Madrid” and closing out with the rollicking “Dreamer In My Dreams.”

Many Wilco shows are sit-down affairs, reinforcing the band’s “dad-rock” reputation, but the Milwaukee crowd was on its feet from the moment the band came onstage (though unjustly passive during an impressive opening set by Disappears). Following the brief breather of “She’s A Jar” and “You And I,” Tweedy remarked, “You’re approaching the upper echelon of audiences.” Whether or not this platitude holds any water, the credit really goes to Wilco, who played a show that would’ve been nearly impossible to sit down for.