My husband, a couple friends and I went and saw Blue Man Group on a Tuesday night in Vegas. The place was packed and we were in the first row, the poncho section. I was very afraid I was going to get paint all over my clothes, but we didn't get touched. Same can't be said for another group in the front row... they got food sprayed ALL OVER them during one of the comedy sketches.
I could go into detail about the show but I'll keep it short. Overall I enjoyed the show and don't regret going. I did not enjoy the "comedy" bits, I felt like most of them went on too long and weren't that funny. I DID like the drumming with the paint, but by towards the end of the show I noticed that their motions weren't matching the sound... in other words, it was a soundtrack or the sounds were actually coming from the other drummers in the show and not the blue men. Not a big deal, I guess.
The funniest part of the show for me was the toilet paper. The audience members kept passing it forward so by the end of it, the people in the front row were drowning in TP.
TL;DR: I'm glad I went but probably wouldn't go again.