It may be worth purchasing a program as the Blue Men will "sign" those as well after the show. Makes for a good conversation pieces years down the road.
I'm of the belief that both Blue Man Group and Cirque du Soleil La Nouba are worth their pretty hefty price tags if you have never done them before. There is nothing you can compare them to and I think you'll remember either experience for a long, long time, recommending both to everyone you talk to.
I think Blue Man a much better experience for kids through those aged 30-40 (because of the interactivity, sense of humor, pop culture references), but both shows are good for all ages.