If you look carefully, you will notice small spheres on the shoulders of all of the suits. These are tiny BlackTrax infrared transmitters which enable the lights to automatically track performers as they move around the stage. When they leave the stage to march through the theatre, you will notice some of these trackers glowing slightly.
The version of Everybody Is Coming To My House that plays at the end over the credits is the version David Byrne's refers to during the show.