I was so excited to see Penn & Teller live. I've seen them on TV a bunch of times whether it is their specials or Fool Us and have loved everything I have seen them do.
Their material was fresh and had me flipping out at various points in the evening. These two are the definition of entertainment and were quick to adapt when the audience they were working with were less than ideal (it was hard for people to do the things Penn & Teller asked them to do).
This is a show that will go with my memory to the grave if I never get to come back again. If you want to be amazed or entertained, this is the show to go to. I do hope I get to come back and see them again, this duo have been together for over 40 years and show no signs of stopping. Set design was minimal and clean but gorgeous at the same time. The theater is an awesome thing of beauty to see.
I will say that there is a large contingent of people who were taking photos during the show (with flashes on for some idiotic reason). To be frank the whole idea of taking photos during one of their shows is an insult to them and their work. Them and their staff work so hard on a daily basis that it's not right and in my opinion spitting in their face to film their performances. So if you do go, please follow the rules and take pictures when you can. Otherwise, just enjoy the show.
Plus, after the show. Sometimes Penn and Teller come out and take pictures with fans. It's worth the wait.