OK so the first magic show I saw was this one at the Luxor (my reporting is a bit back to front as I saw Copperfield after this - sorry about that)
This show features Mindfreak star Criss Angel and is predominantly an illusion show. There is a Cirque label but it's really not a Cirque show with only the clowns remaining. I think in the beginning there was much more of it but as the show has evolved over the years the circus element has reduced more and more. Reading reviews it sounds like the show started out as a bit of an Alice in Wonderland themed mess with not much magic and needed an overhaul to remain open. Over the last few years more illusions have taken place of the Alice in Wonderland bit (only a white rabbit remains). I think the evolution is continuing because what I saw was different to what's described on the wiki page, and even the video above, the most recent I could find, has differences.
That aside the show is pretty spectacular, and the illusions are certainly good enough to confuse me, and I managed to see through most of Lance Burton's :) Most impressive was his variation on the sawing a woman in half where the woman is completely visible and swung out in half, and his take on dove manifestations, which has a great ending! A lot of the illusions were variations of teleportation style tricks, but still solid enough to not be boring. There is also impetus for me to go a second time and watch for the switches a bit more closely.
There is some audience participation with a woman being asked to select one of his custom motorbikes (which you pass on the way in and are quite spectacular) and it appearing from nowhere. Copperfield does a similar trick with an old car.
Overall I went in with low expectations based on what I'd read ahead of me going, but came out impressed as a result of the changes. Just remember it's a magic show, no longer a Cirque show.