The best show I ever saw was when I was in Vegas and saw David Coperfield and was pretty close to the stage. It was great, most of the tricks 1/2 though I had them figured out only to be 100% wrong by the end.
The first video with the guy sticking needles and such through his arm, hand and I have seen the cheek are real.
All the magic sticks are just that, tricks but good entertainment.