Brion is renowned for his regular Friday-night gigs at the Los Angeles club Largo, which feature covers and original songs, a variety of instruments and occasional guest musicians and comedians. He works without a set list, instead using audience suggestions as a jumping-off point. His extraordinary use of layered loops and frequent adoption of a "jigsaw puzzle" approach to performing songs (starting often with drums, then adding piano, bass, guitar, and vocals in turn) have captivated the capacity crowds at Largo and earned Brion a strong following. Recent shows have featured spontaneous appearances with vocalist Rickie Lee Jones, singing old jazz standards like "My Funny Valentine", with upright bassist Stephen Patt (ex-Chambers Brothers), percussionist Matt Chamberlain(ex-Wallflowers), bassist Sebastion Steinberg (ex-Soul Coughing), and fiddler Sara Watkins.
In April 2006, recurring tendinitis in Brion's right hand forced him to cancel all of his upcoming Largo shows. As a temporary 'farewell', he played one show only using his left hand, even looping his songs as he normally does and playing the drums with one stick. He is now back to playing at Largo on a regular basis.
Recalling his approach to the Largo shows with Chicago Tribune music editor Lou Carlozo, Brion said: "I taught my hands to follow whatever was coming into my head—and wherever my consciousness would go, I had to push my hands to follow. And at some level, you just had to abandon any concern about how you’d look. Performing without a set list: That was special."