Free-wheeling Nellie McKay sparkles without a net at the Dakota

Nellie McKay brought her free-form act to the Dakota Jazz Club. (Richard Termine/The New York Times)

"Any more requests?" New York cabaret darling Nellie McKay asked in the middle of her long performance Sunday night at the Dakota Jazz Club. "I guess some people are good at set lists."

This comment was from the queen of curveballs who had first asked for requests after performing just one selection on Sunday.

McKay works without a firm set list – and without a net. Equal parts corny comedian, gifted jazz pianist, hopeless romantic, absurdist social commentator, inspired singer-songwriter and ukulele-plucking vaudevillian, the 36-year-old thrives on spontaneity onstage.

Her mind, like Robin Williams,' races with too many ideas to process or communicate in a conventional show-biz format. So she free forms it.

That approach led to one of the more satisfying of McKay's recent performances at the Dakota.

There was no musical theater like last year's unfocused musical biography of cross-dressing pianist Billy Tipton. This wasn't a themed show featuring, say, the music of Doris Day (which McKay showcased on the 2009 album "Normal as Blueberry Pie"). In fact, McKay didn't even plug her upcoming album of solo interpretations of standards, "Sister Orchid," even though she did some pieces from it including "Lazybones" and "The Nearness of You," rendered with her faraway eyes.

During the 110-minute performance, McKay took lots of requests. That meant material dating back to her remarkable 2004 debut, "Get Away from Me," and a treatment of the jazz classic "Compared to What."

She also made choices of her own, including covers of the Cyrkle's '60s pop hit "Red Rubber Ball" and Loretta Lynn's country classic "One's on the Way," as well as one number from her recent musical biography of Joan Rivers, which earned her a cease-and-desist order from the late comic's estate.

There were references to Paul Wellstone and Janet Reno in song and Michele Bachman and Garrison Keillor in jest. McKay's humor is never predictable or PC (she skewers humor-impaired feminists in a song called "Mother of Pearl"). The jokes in her lyrics are sometimes dated but that doesn't stop an old soul with the heart of a vaudevillian.

McKay's between-song comments often came out of leftfield. When she put a harmonica into a rack around her neck, she cried in a little-girl voice: "But Mom, I don't want braces."

Trying to accommodate a request for her tune "Identity Theft," she offered a snippet of the lyrics and then proclaimed: "Free Assange."

Or, settling into her Minnesota mood, she declared apropos nothing: "I can't stop thinking about Garrison [Keillor] and all the times I sexually harassed him." The Dakota crowd laughed.

During the long and generous set, the audience's biggest responses were to the dreamily romantic "Midnight Sun," the gorgeously lonely ballad "Angel Eyes" and the singer's own free-wheeling "David" with its fast hip-hop flow.

McKay split her time between the grand piano (with some wonderful Jimmy Webb flourishes) and ukulele (with some silly bits). And she had her mother/manager tend to their new dog.

"It's nice to be back in Minnesota," McKay acknowledged near the end of the night. "It's nice for my dog. Tomorrow we're going to piss all over Nicollet Mall."

Her smile disguised the fact that her tongue was firmly planted in her cheek.

McKay will perform again Monday at the Dakota – without a net.