I was fortunate last year to see this show with the rest of the Yelpers (many thanks to Misti for giving my lame ass tickets), and it really surprised me. It was wonderful. I was blown away at how good this show was, so much that I am trying to go again.
I've been to a lot of shows in this town, and this had a little bit of many other shows, but better executed. If you took Jubilee, all of the rat pack shows and other impressionist shows, add in some Vegas history, and you get something that pretty much everyone of all tastes will enjoy. And compared to other shows on this strip, this is quite a bit cheaper.
There's usually some discounts that can be found around town (Yelp is offering 50% off the last few weeks of February), so there's no excuse not to go see it.