Hate to sound like everyone else, but it is true: if there really is only one show you can see in Vegas, see this one. It is worth it. You have to have a thick skin and not care about scandalous (but funny) topics. Everything is touched upon, racism, homophobia, poor, rich, you name it, they make fun of it. It's hysterical and so damn worth it.
This show is not for kids. No one under 21.
In terms of performers they really do have the best. The Russians are amazing and superb eye candy for the ladies. Don't worry the guys get theirs, too. Makes for a great date night after dinner or a couples date night. Have a few drinks beforehand. I would not go with family, but that is just me. Enjoy and leave all your self-righteous bullshit at the door.