On our trip to Las Vegas, we had to see a show. There were Millions (no joke) to choose from, and we decided to see a Cirque De Soliel show. We had options there as well, and decided on seeing "O" which is at the Bellagio.
Tickets we purchased in advance (about two months) and were $99.00 a piece for front row, balcony. Which I HIGHLY recommend over the other seats. The show is all done with a HUGE pool, and lots of acrobatics. So having the seats up high, you see everything.
If you get tix in the lower areas, there is interaction with the performers so if you like that better, then that is a better choice.
The intermission we got food and drinks, which of course were pricey. But you can get alcoholic or non-alcoholic drinks, popcorn, nachos, etc.
You most likely won't get tickets on the spot, as EVERY show was sold out. There were many people asking for tickets from passerby's. So make sure to purchase them way in advance so you get in!
Being a guy, I'm not a fan of theater, but I HIGHLY recommend this show as I really enjoyed it. There is humor, action and amazing human feats!