The Can Can is horribly hard to find, but once you get there it's really worth it. You're greeted by a gal at a ticket desk who will also serve as your hostess. Everyone is dressed in full-fledge Can Can apparel, which means lots of cleavage and knee-caps. The stage is in the center, with little bistro style tables all around. There are some larger tables which are good for groups (bachelorette parties are especially popular here). Everyone says the shows are very fun, but we didn't stay that late.
The drinks at the bar were awesome. I had the East of Eden which was to die for. It was raspberry puree with muddled cucumber, of all things. With a shot of vodka it was extremely refreshing and just what the doctor ordered after walking all the way from Capitol Hill.
For an appetizer my husband and I shared the risotto/mozzarella ball appetizer (don't remember the actual name), which was decent. I think if we came back it'd be for the dinners and the drinks.