But singer James Graham admits the group will be petrified when they headline the Barrowland on Saturday.
The gig will represent some of the best Scottish music around, with the Kilysth group joined by We Were Promised Jetpacks and Holy Mountain.
And nerves are jangling ahead of the threesome's biggest ever gig.
"We saw it as a bit of a risk as the last gig we did in Glasgow was the ABC and that was beyond anywhere we thought we would get with this band," says James.
"We never thought more than 1000 people would want to see this band. We didn't want to just do the same thing again at the ABC, we wanted to do the Barras because it is a place we grew up with, a place we go to see all our favourite bands.
"It's the best venue in the world, it's got the atmosphere and the sound. It is a risk because we are not the biggest band in the world, but we felt we had to have a go."
The band are used to taking risks. After making their name with music that mixed melodies, a wall of noise and James' distinctive Scottish accent of a vocal, the group added electronics for this year's third album, No One Can Ever Know.
Taking that step was something James was keen on, because he believes the band needed to challenge themselves.
"As soon as we start to repeat ourselves we will call it a day," he says.
"There are a lot of bands out there that release albums that sound the same, but it does not make sense for us to do that. I want to hear other bands try new things and develop their sound and that is what we do.
"I am really proud of how the album came out because even though there are new aspects and new elements, the fundamentals are still there and you can tell it is a Twilight Sad album."
As for the added electronics, the frontman points out it is a style that has always interested him and also helps him write lyrics.
"We all have a wide variety of tastes so bands like Boards Of Canada were major influences," he says.
"Listening to that type of music can provoke more ideas because there is no lyrical content there, so you can make your own ideas and fit them into the song.
"That's why Mogwai are also one of my favourite bands, because I can get certain ideas within their music.
"I think this year has been special for Scottish music.
"My favourite album of the year was the Errors record (New Relics). I have been lucky to hear them every night recently because we toured with them in America.
"Then there's Holy Mountain, Human Don't Be Angry and then next year there is also Frightened Rabbit's album.
"We are doing pretty well for ourselves in Scotland."
However, there have been changes for the band this year. Regular touring keyboards man Martin 'Dok' Doherty departed in August (he has been replaced by former Unwinding Hours member Brendan Smith), while they also worked with producer Andrew Weatherall on this third record and then released an album of remixes last month.
Despite delivering surprises on their third album and showing a flair for risk-taking, there is one thing you can count on not seeing this weekend.
"We will be doing stuff only from all three albums and it will be the longest set we have ever done," says James. "But there will be no Slade covers or anything for Christmas.
"We'll try to be cheery, but I can't promise that."
l The Twilight Sad, Barrowland, Saturday, £15, 7pm.