It's nice to find a family friendly show amidst the greed, lust, and gluttony of Sin City. Don't worry though, you'll still see the glitz and glamor (and even girls) that are a mandatory part of anything in Vegas.
Most of Lance's tricks are just making things appear out of thin air or disappearing to who knows where, but what set his show apart for me is the audience participation. I love that he brings so many kids on stage, it's clear that he makes their day by doing that (or week, or maybe even month). It was also really funny to see him cut a cute confused Asian lady in half.
Maybe I'm too old and analytical for magic now, because for most of his show I wasn't like "OMG! That is SOOO amazing!!!" However, I was definitely like "WTF? How did he do that???" Overall, I wasn't amazed and memorized, but I was definitely amused and entertained for the duration of the show.