I've seen a bunch of TV tapings and the Late Show is the best by far -- in terms of being in the audience. The cameras are almost unobtrusive, unless you're sitting right down in front. And the taping rolls at virtual real time -- it's not as if you're sitting there for hours to tape a one-hour show. Getting tickets is tough, but it's worth the hassle.
Pros: Historic theater
Cons: Hard to get tickets
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