I saw them twice on the last tour, in Atlanta and Chicago.
I have to say, Atlanta was the better show, mostly because there was a much larger crowd, the evening went off without a hitch (at least to the eyes of the audience), and the guys were in top form.

It sounded great and you could tell the Rayz were having a ball. I honestly don't remember much about Helloween from that show. It was great, but GR was the band of the night. I'm pretty sure it was one of the biggest shows in the US for that tour, since it was scheduled as the 'opener' night to Progpower USA, which pulls people from all over the US and from other countries as well.
Chicago was a really fun night too, with a venue about half the size of Center Stage in Atlanta. The guys seemed happy, and I had a fun time. It was sort of strange being pushed up against the stage. I'm surprised my neck wasn't sore for days after that night.

It got kind of weird after GR's set was finished. Helloween had some technical difficulties, and didn't go on for what felt like an eternity. I'm still not sure what was going on, but when they finally got it resolved, it was fine and they did a great show. There was a meet and greet after that one, and I was able to meet everyone but Daniel, and even though it wasn't really 'organized' it was still a lot of fun.

I might be biased to say that I think GR was the better band in both shows, but you can tell they were loving every minute of it, and sometimes it didn't seem to be as evident from Helloween. I'm looking forward to catching the Rayz when they are able to make it back over to the US.