If you haven't seen any Cirque du Soleil yet, you haven't lived. Cirque du Soleil is the greatest show on earth, and you can take it from me. I've seen all the big shows on Broadway, including Phantom, Les Miserabes (a close second), and The Lion King, as well as many plays and operas, and Cirque is still the best thing out there. If you get the chance, see one of their touring shows if it comes to a town near you. What I reccomend you do, however, is buy plane tickets to Las Vegas, and get tickets for Mystere and O, their two resident shows. O is the absolute greatest show ever, including all the rest of the Cirques, with Mystere a close second.
My least favorite Cirque would have to be La Nouba - overall, it just didn't hold up to the expectations a Cirque fan should have. My first Cirque was Nouvelle Experience, and since then, I have seen Mystere, Alegria, Quidam, O, La Nouba, Journey of Man, and Alegria (the film).