Derren Brown, master illusionist, psychic, magician, TV star, entertainer, performer, author, enigma... the list goes on.

It’s little surprise then that Derren decided to try something a bit different, to stop touring so relentlessly, instead venturing to New York to star in an off-Broadway show.

But he underestimated the lure of his own talent, and when collating a one-off show abroad, wondered if the ‘best of’ style would work over here?

Yes, is the short answer. Which means he’s back from his self-imposed exile with Underground, presumably a reference to his absence as well as relating to the underground site in Kings Cross, where he launched it.

In short, he couldn’t help himself.

“Well it’s how I earn my money “ he says unconvincingly, “but it also felt right and taking a step back helped me appreciate my career more, I suppose.

“Because even if you are performing the same show every night, as long as you are in the moment and present in it, it doesn’t matter how many times you do it.

“The tough bit is working on new shows and building them up. What is too much? Deciding when to hold back can be crippling, especially when you have an amazing trick up your sleeve. So it’s always about improving the shows. So this show is a bit like a musician playing an acoustic set.”

Neither will he hear of any suggestion that he’s dumbing down, or that he’s run out of ideas, citing this as being his hardest show yet to compile, that fitting together parts of his previous seven tours was far harder than expected, that the narrative is as important as the tricks themselves, which I’m sure is true.

But if he has changed tack, taken a step back, an appraisal, he refuses to revel in such wealth of material, to gloat in his gift, to even reflect on his career. He’s still very much in the now, still calculating what works and what doesn’t how to get the best from his audience, how to work his magic.

“People say it’s the best show I’ve done, but we’ve worked hard on it. We sat down, wrote a shortlist of what to include and then honed it down, because it needed to work as a show rather than as a series of clips. And I’m probably a better performer than I was 10 years ago,” he says without a trace of ego.

“So if people might think it’s a lazy option, it’s not, and I’m proud of it. But I’m still objective, that’s part of what I do. Because it only works in the audience’s heads, so we can rehearse but you’ll never know the response until you get out there and try it live. If people don’t get it, it won’t work. You need light and shade.

“But then live shows always keep you on your toes. Last night there was a hiccup because of a leaking pen and at the end, although there was applause, I could sense I’d slightly lost them, that the snowball effect had stalled.”

Does it overwhelm him then, this pressure to come up with something new, for everything to work like clockwork? “No,” he says firmly. “I don’t think about it during the day for exactly that reason. I get up and do something else, like write or take photos (He has a new book of photography coming out and his last book Happy took three years to write) and I keep a clear head, and then I’ll do my show in the evening.

“I used to do a lot more. When I first started I’d wander around Bristol dreaming up ideas all day everyday and then try them out every night, hoping to impress people,”he laughs. “But now I try to draw a line.”

As for Derren Brown, the man behind the bandages, little is known about his private life? Is that how he likes it? “I’m quite shy which isn’t uncommon in a performer even if it does sound counter-intuitive, I’m not really a mainstream person and don’t court publicity. I am who I am.

“That’s why I love photography so much actually,” he volunteers. “It reconnects you with what’s around you because if you are well known. you tend to keep your head down. Tasking pictures has literally made me lift my head up, because you have to be open and interested in the world around you.”

Still the voyeur then, the people-watcher? “Yes,” he says without rancour. “It does settle very comfortably. But then the role I play on stage, or on TV is very exaggerated, a very intense, larger-then life version of who I really am. It has to be, more than any normal person could sustain in every day life. So you have to have a balance or you’d be exhausted.”

And what might that involve? “In Oxford? Oh Blackwells. It’s one of my favourite places on earth. The rare and antiquated book section is my Achilles heel, so a major highlight of the tour for me. It’s just a shame I’m only coming to Oxford for a couple of nights. I wish I could stay longer.”

Derren Brown, New Theatre, Sept 8/9. 0844 8713020