This is another show to avoid watching if you're visiting the Strip. I'm huge fans of Penn and Teller and of dark humor, so I was hopeful that this show would be enjoyable.
Unfortunately, the magic is mediocre and it was pretty much a comedy routine. I love good comedy, but I felt his jokes were so predictable that it was embarrassing. Except, at the beginning, when he flashed my image on the big screen and labeled me a goat f*cker. That was unexpected and kinda funny.
You can easily find 50% off tickets on the strip. If you have netflix, you could watch his DVD on there, instead. I'd recommend that you avoid this show entirely and that you choose to see Penn and Teller @ Rio instead. If you're lucky, you can get tickets to that show for 50% off.