The best show by far, IMHO, is "O" by Cirque. Amazing. Other cirque shows are good, especially La Reve and Mystere. Love (Beatles) is very good too. I didn't like Zumanity, found it a bit dull despite the sexual overtones. Haven't seen KA or Elvis.
An old classic is Jubilee, surprisingly good, especially if you like topless dancing girls and old show tunes.
The ladies like Mamma Mia, but not my fave. Blue Man Group is either loved or hated it seems.
Is Elton still playing there? That was really good...