I've seen them all, several of them numerous times. I'd rank them like this (Keep in mind Absinthe is raunchy -so if that's not cool with you don't go).
O
Ka
Absinthe
One
Le Rev
Love
Penn and Teller
Mystere
Terry Fator
Copperfield
Blue Man
Rock of Ages
Showstoppers (if you like Broadway)
X Burlesque and Fantasy are both good (Nudity), but if you're on a guy trip just go to Rhino or Crazy Horse 3
I haven't seen Angel's new show, but Believe was terrible. Zumanity sucks.