The Washington Post features an excellent article about encores, and how they’ve become an integral part of a concert:
We’re a long way from the original intent of the encore, which started centuries ago as an extraordinary reward to classical orchestras and musicians for sublime performances. The concept was slow to infiltrate rock; the Beatles didn’t play encores in part because they faced the logistical problem of how to hightail it before fans mobbed them. You were much more likely to hear “Elvis has left the building” than get another glimpse of the King early in his career.
The article goes on to describe the all-too-familiar practices of the band saying “thank you, goodnight” knowing full-well that they’re going to return to the stage in five or seven minutes. Bands often hold their biggest hit–particularly if they’ve only got one–for the encore. In short, it’s bogus and reflects how rote pop music has become.
In my experience, the more musical bands tend not to treat the encore as expected. Additionally, they tend to play their hits during the main set, and surprise you with the encore. For example, the last time I saw the Cowboy Junkies, they closed the show with a cover of Springsteen’s ‘Thunder Road’. The Dave Matthews Band also tends to make unusual encore choices.