While I enjoyed the Michael Jackson One show, I do not recommend it as your first show. This newest Cirque du Soleil performance is located in the Mandalay Bay Casino with several performances every week. They have many ticket options and deals, so I recommend shopping around for the best price.
The overall concept is live action music videos based on the collected works of Michael Jackson. They use a good mix of the popular and less popular songs to create a Cirque-style show complete with paparazzi harassing audience members and a few comic interludes between lavish performances.
I prefer the classic Cirque shows with a more freeform use of music and imagery. Restricting themselves to Michael Jackson broadens the show's appeal, but lessens the overall impact of the art form. First time visitors may be more intrigued by Mystere or O to really showcase the style.
Nevertheless, Michael Jackson One still brings the house down. There were a few slow parts, but most of the acts were top notch with lots of human performances and a few unexpected surprises. The use of electronic lights and media is truly impressive for this show. Michael would be proud.