This article appears to answer the question regarding the cover songs in the final show.

Mitch

From http://www.cnn.com/2008/SHOWBIZ/Music/08/08/police.end.tour.ap/index.html (a photo of Sting in a police hat with members of the New York City Police Drum Corps is on that page)…

Fat lady sings to end The Police tour

NEW YORK (AP) -- The Police ended one of rock 'n' roll's most successful reunions in Madison Square Garden on Thursday with a tribute to other famous trios, an assist from some real cops and a not-particularly close shave.

The 150th and final show of a comeback tour that stretched past 14 months was a benefit for two New York public television stations. Sting, guitarist Andy Summers and drummer Stewart Copeland added some end-of-the-road silliness to their set list, walking off to Porky Pig's signature line, "That's all, folks."

Four songs in, Sting thanked his band mates for "your musicianship, your companionship, your friendship and your understanding."

"The real triumph of this tour is that we haven't strangled each other," he said. "Not to say it hasn't crossed my mind -- or Andy's or Stewart's."

Sting and Copeland are both volatile personalities who nearly drove each other crazy before the band broke up while at the top of the rock world in 1984. The mellowing agent of time -- and the tour's phenomenal business -- kept the band adding concert dates well beyond their original intention.

The comeback leaves the Police standing with the Eagles as the two most successful reformations in rock history. The Eagles are an active touring and recording unit again; the Police say they're done.

The band opened with Cream's "Sunshine of Your Love" and later played the Jimi Hendrix Experience's "Purple Haze," the covers a nod to two other famous rock trios.

Unlike bands that augment their sound with backing musicians, The Police came back as a true trio: A roadie who took one swing at a gong and the New York City Police band were the only other music-makers allowed onstage Thursday, and their appearances were brief.

With Copeland sitting atop a mountain of percussion, the band members seemed like their own countries onstage. Twice they used three separate staircases to exit. Their skillfulness, and determined need to show it, sometimes left songs meandering past the breaking point. Yes, The Police can add jazz fusion to their punky reggae sound, but it sure spoiled this night's version of "Roxanne."

And they're hardly a party-hearty bunch. One stretch included consecutive songs about suicide, a hooker, the "King of Pain," loneliness and a creepy obsessive relationship -- the latter ("Every Breath You Take") their biggest hit.

Yet the Police brought a drive to Sting's songs that his more mannered solo work often misses. The man, at nearly 57, can still rock on material like the unexpectedly strong "Demolition Man," and the years haven't worn down his voice. Early material "Can't Stand Losing You," "So Lonely" and "Next to You" were the purest distillation of the band's original sound, and those lesser-known songs stood their ground with later hits.

After the Cream cover, the band brought out about two dozen uniformed members of the police band for a thunderous version of "Message in a Bottle" that drew one of the night's loudest ovations. Sting wore one of New York's Finest's caps as he sang.

The New York tour finale was intentional; the band wanted to call it quits in the same city of their first U.S. gig 30 years ago, in the far smaller -- though no less famous -- CBGB's nightclub, now closed.

The date raised money for New York stations WLIW-21 and Thirteen/WNET. It was an unexpected gift for the stations: a spokeswoman said the offer came as a surprise and had done so well that seats behind the stage were being sold for $50 a few days before the show.

During a break before the encore, a camera followed Sting backstage where he sat, shirtless, as he had the scraggly beard he'd been wearing shaved off by some exceptionally attractive female stylists (and ladies, the yoga sessions are doing him well: he never put his shirt back on). The laughing audience watched the spectacle on video screens, as Copeland came over to kiss his clean-shaven singer.

Sting still had leftover shaving cream in the corner of his mouth as he came out to sing "Roxanne."

There were other lighthearted moments. Three of Sting's daughters crept onstage to dance beside him during "Every Little Thing She Does is Magic." At the show's end, a roadie dressed outrageously as a fat opera singer lip-synched an aria.

The intentions behind that cliche were hard to miss. Things really were over.