Wasn't sure what to expect but it was not cheesy, which I really appreciated. They are funny, a little political, and they do neat illusions.
Before the show, there's a guy on piano and one on bass. The bass player is an unassuming Penn. There's audience interaction throughout the show. Afterwards, Penn and Teller meet and greet people as they exit until every last person gets a chance for a photo or autograph, which I think is really, really nice.