It was good enough that I bought the CD on the way out, and I've already listened to it twice through.
I am not particularly fond of brass, so the Band of the Coldstream Guards (who also performed) are not really to my taste, but I could recognize them as top grade performers from a technical standpoint.
The Royal Scots Dragoon Guards were fantastic. The pipes and drums by themselves were good, but they worked with the acoustics of the auditorium to enhance the sound that much more. That may not be the best way to put it ... let me try this - I attended a different indoor performance by a different band, who didn't take the acoustics of the building they were playing in into acount, and they sounded awful. Thursday night's performance was the exact opposite of that.

I took some pictures, which I may or may not post. The sound was excellent, but the lighting left something to be desired. The Dragoons wear the Royal Stewart, but the lighting made it look the same shade as the Maple Leaf. And the dancers' red jackets turned orange.