There's some pictures up on weirdal.com here-->
http://weirdal.com/archives/photos/on-s ... stage/2003" onclick="window.open(this.href);return false;
Row 5 column 2 at the end with him pointing the microphone (at me!) is from SLO on 6/22/03. He was still on stage full time for that concert, though that was probably one of the first instances of audience participation beyond singing to the ladies.
He was still on stage full time for Philadelphia on 7/19/03 but he was kind of in the audience because
walked along that raised wall that they have around the pit area, though his feet never touched the ground.
Row 2, columns 1 and 3 show him on stage for Cincinnati on 7/27/03 and Chicago on 7/26/03 respectively, but they appear to be from points in the song where he would usually be on stage anyway.
Row 1 column 2 shows him in the audience at Valdosta, GA on 8/9/03 so he first went in the audience sometime between 7/20 and 8/9 inclusive.
Dave