But Michael's brothers Jermaine and Randy and sister Janet have stayed away, saying it is wrong to hold the show at the same time as Murray's trial.
Before the show, Marlon Jackson said he respected his siblings' decision, but said he was sure Michael would have approved.
"Each one of us grieves differently," he said. "We want to celebrate the positive side of his life, the positive things that he did."
Some fan groups around also criticized the show for ticket prices that started at about $100 and for what some regard as an out-of-the-way location in Cardiff, 150 miles (240 kilometers) west of London.
"I believe it should wait, not only because of the Murray trial," said Wesley Noorhoff, president of a Dutch Michael Jackson fan club. "If you do a tribute to Michael, it has to be the best there is, just like Michael."
But those who came to Cardiff said it was a fitting antidote to the grim courtroom spectacle in Los Angeles.
"There's a lot of negativity in that courtroom," said Ronnie Lee, a 32-year-old truck driver from Pembroke, Wales, sporting a "Thriller" T-shirt. "This is a chance to say, 'Thank you Michael' and celebrate the music."
As the crowd poured out of the stadium, opinion was divided.
"Rubbish," said Sophie Stockdale, 23. "If you wanted to watch Beyonce on video link, you could do it on YouTube."
But Sophie Morris, also 23, said she'd loved it.
"It was amazing," she said. "I actually cried three or four times."
Jill Lawless can be reached at: http://twitter.com/JillLawless
- Winners and losers under Obama's immigration...
- Fact check: Obama's claims on illegal...
- Ice snarls Michigan roadways, airport runways
- 37 homes collapse, dozens injured in...
- Consumer group lists '10 worst toys' for kids
- Obama immigration plan good, not great for...
- Q&A with President Henry B. Eyring, Elder L....
- A GDP showdown: How do state GDP numbers line...
- President Obama's immigration reforms... 65
- Utah members of Congress slam Obama's... 55
- Pastors opposed to same-sex marriage... 33
- Obama to announce immigration action... 30
- Q&A with President Henry B. Eyring,... 22
- Fact check: Obama's claims on illegal... 18
- President Obama's immigration speech... 14
- Boehner: 'We will not stand idle' on... 14