Tip: Buy the yelp deal, you can get in for just $25 a person. All you need to do is show up at the door 10 minutes before the show starts and show the doorman the coupon you have. I don't think the seats ever really fill up, but do call ahead, because there may be days where he is not performing. The theater is inside the Harrah's hotel.
A very laid back comedy magic show. Totally worth it, esp for just $25.
Smaller venue compared to the cirque du soleil shows, but just as a good of an experience.