I saw Gabriel on the Security tour as well and it remains one of my favorite shows of all time. I remember the show starting with the band walking down the aisles, from the back of the theater, all playing various percussion instruments as they eventually made it to the stage playing Rhythm of the Heat. For the song Lay Your Hands On Me, Gabriel walked on the backs of the theater seats singing "lay your hands on me" while the fans were reaching out to touch him. It was like Jesus wading through a fevered crowd.
I forgot about the band walking in through the aisles playing, that was a great way to start. But for Lay Your Hands On Me he took it a step further for my show. During the ending part where the band keeps singing the title "Lay your hands on me" over and over again. Peter walked out to the foot of the stage, put his arms out in a cross, turned his back to the audience, and then just fell backwards into the audience. They grabbed him as he fell holding him above their heads and moved him around the front 10 rows like a beach ball at a sports event. All the while Peter with a wireless handheld mic in his hand would sing "over meeeee!" again and again. Finally he "surfed" his way back to the stage and ended the song.
I agree 3 or Melt (I heard an interview with Peter where he referred to his earlier albums by their cover art, so in order was "Car," "Scratch," and "Melt") is a great album as well, maybe my second favorite. And yes So does have some great songs, "Red Rain" being one, but I understand that was a left over track from Security, it sure fits in better with that album if you ask me. I even like Up, the song "I Grieve" is a very personal song that I relate to, my father had just passed away and that song really talked to me during that time period.