The band’s frontman is ready to move on. But first, a truly full-circle farewell in small L.A. clubs.

There was something about a Nine Inch Nails show in the daylight that just felt wrong. “Maybe,” Trent Reznor said in a sly murmur, “it was the fact that it wasn’t dark.”

Reznor, the angst auteur behind Nine Inch Nails, toured this summer with Jane’s Addiction with every intention of retiring from the road. The plan, Reznor had said, was to put the band’s concert life on hiatus for a decade or so and to say farewell with a twist, as the opening act for the elder Jane’s latest reunion. But there was all that sunshine.

“I chose for us to play first; I thought it would be a respectful thing for Jane’s and also be interesting for us to have the challenge of playing often and in daylight,” Reznor said. “But then, well, these were the last shows we were doing. We could pull off something better than that, something that leaves a better taste in our mouths.”

That something is now the hottest ticket in town — four sold-out L.A. shows in the next eight days, all in venues that vary from small to tiny in comparison to the band’s usual arena settings. On Wednesday, it’s the refurbished Hollywood Palladium; the next night, it’s the Henry Fonda Theater. On Sept. 5, Nails will play the Wiltern Theatre and Sept. 6, the EchoPlex, the downstairs dance hall below the Echo club.

The 44-year-old music star said the goal was “a very, very limited run of shows and that each would be special and more fan-orientated and not in cavernous arenas, but places where you actually like to see bands. It seemed like a way for fans to wish us off.”

The four L.A. concerts follow a similar four-show run in New York and a two-show stop in Chicago. (Nails also will appear Sunday at the Virgin Festival in Toronto.) Reznor said it was appropriate to finish up here, the place he now firmly considers home.

“I’m excited about unpacking my suitcase and burning it,” Reznor said, clearly weary after too many months on the road, both with the summer tour with Jane’s and the Nails arena tour that began in 2008.

After the final note is played at the EchoPlex, he will turn his attention to his pending nuptials (he is marrying singer Mariqueen Maandig next month) and songwriting, as well as many other pursuits across today’s digital entertainment landscape.

He is not giving up music, just the grind of touring and perhaps, he has hinted, taking an emotional break from his older material, much of which serves as a document of his grim days in a dungeon of drugs and booze.

In New York, however, at Webster Hall, Reznor and his band (guitarist Robin Finck, bass player Justin Meldal-Johnsen and drummer Ilan Rubin) connected with classic Nails material in an energizing way. The band played the entirety of its 1994 landmark, “The Downward Spiral.”

“It was the first time we had ever done that, and it was cool; we didn’t announce it or anything,” Reznor said. “It was incredibly fun to play, and judging from online, people thought that was a pretty special thing to do.”

He brought out Peter Murphy of Bauhaus during the New York shows (Murphy actually was lowered into the venue on a cable and, like a dour bat, performed part of the time while suspended upside down), and Reznor promises more guests and surprise sets in Los Angeles.

“Every show will be different and unique,” he said.

The shows will be stripped down — white lights and black clothes are about the extent of the theatrical effects.

On the “Lights in the Sky” tour there was intense, state-of-the-art stage production meant to give arena fans enough visual stimulation to distract them from the concrete barn surroundings of venues built for sporting events.

“It was an amazing production, but as a performer on stage all I could think about was hoping and wondering whether that guy back there was going to hit the cue at the right time to turn on the video, and is that screen going to go up at the right time — all that technical stuff… . This time it’s about the music. I wouldn’t want to get into a thing where you have to reinvent the wheel every time you tour, like U2 has sort of gotten themselves into. I’m glad there are people doing that kind of thing. This time for us it was an analog thing, especially with the size of the venues.”

Reznor grew up in small-town Pennsylvania, and his sense of outsider angst was delivered with searing power on Nine Inch Nails’ breakthrough album, “Pretty Hate Machine,” in 1989. That release put him on a trajectory to become one of the most vital rock figures of his generation. He’s comfortable with his elder statesman role now, but this nimble tour is a valentine to his past.

“On the ascent of our career we played little clubs and then we graduated to theaters, usually with a general admission floor, and that’s always the most fun kind of place to play. You can see people; it’s reasonable; acoustically it was made for music. We’re looking forward to getting back into that.”

There was a bit of jolt, though, for a star accustomed to dressing rooms with plush furniture, humidifiers and heaping trays of fruit and cold cuts.

“It’s one thing to sit back and say, ‘Hey let’s play a club, that will be great,’ but then you get there and say, ‘Hey wait, this is the dressing room? Where’s my dressing room?’ Nah, it’s fun, it really takes us out of our comfort zone and squeezes us into a place, literally and figuratively.”

Reznor is a survivor of considerable rock excess — he’s now clean and sober for eight years — and fought against paralyzing social anxiety and artistic vapor lock in his cocaine and tequila years. He has clearly overcome any shyness and has become a firebrand in the name of rock credibility, slagging on artists he sees as sellouts ( Chris Cornell), lost causes ( Marilyn Manson) and con men ( Gene Simmons).

Reznor is also candid about himself, even daring to admit that on rare occasions the grind of a big arena tour has cut him off from his paying audience.

“What I struggle with on long tours is trying to remain present. It becomes execution. Sometimes the worst thing that can happen is, ‘Oh, I’m on stage playing a song,’ because you’re daydreaming about something else, you’re on autopilot. You have to fight that. That’s when you say, ‘This is a boring situation, it needs to be improvised.’ “

It’s somewhat counterintuitive, but many artists find playing an entire album in concert more liberating than playing the conventional jukebox-style set list of their hits and lesser-known work. Bruce Springsteen, Roger Waters and Lucinda Williams are among the other artists who have done the album approach to much fanfare in recent times, and Reznor said he found freedom in the structure.

“When I sit down to make a set list,” he said, “I usually think, ‘We’ll build it up here, take it down here, go into a quiet section here, explode here,’ in a way that there’s a flow and it doesn’t feel like shuffle on an iPod. But I never think of it in terms of the sort of lyrical spiritual progression that’s in ‘Downward Spiral.’ When we finished it on stage I was like, ‘Damn, that was great.’ And then I realized: ‘Oh no, we’re only halfway done with the show.’ The reason is some of the songs were pretty difficult to play and emotionally at the end of the album, you’re spent.”

He loves the Wiltern and has never set foot in the EchoPlex. “That’s the one that everyone in my camp is excited about,” he said.

Reznor has spent time at the Palladium, of course, but not since its startling rehabilitation, and he’s fretting that the now-graceful amenities might tamper with his memory of the building as a gritty bucket.

“You still won’t feel bad about throwing up in the corner, right? You know all of this just takes me back to when we started out playing cool, grungy clubs, the place we cut our teeth. We roadie-ed our own gear on stage. We’re calling this the ‘Wave Goodbye Tour,’ but we could have called it the ‘Full Circle Tour.’ “