
This is a constant question, and the truth is, I don't have a good answer. Please take the survey (at right) if you've seen a show that you liked.
Cafe de los Angelitos above
Certainly I haven't been to every show in town, nor do I want to. In my opinion, if you've seen one, you've seen them all. They all have in common a live orchestra, a singer or two, and pairs of tango dancers; the music is usually Piazzola, and there is a comedy milonga number, with "historical" costumes; there usually is a scene in a brothel with a knife fight that ends (or begins) with men dancing together.
I admit to being fond of Tango Argentino because it's the first Argentine tango I ever saw--1988 at the Pantages Theater in Hollywood. And I'm partial to Forever Tango because Gavito was in it. I really enjoyed Tanguera because it was much more than a "tango show," and in fact, went twice.

Here are some websites that list several shows with links. It's a tough to get a price on the web, though, but most of the big dinner shows are around $100 usd/person.
Gala Tango above
This site has photos and a listing of more shows.

Rojo Tango