I have a friend who went in November and had a great time. Her show is now on the Warner Bros studio lot. I recommend trying to do the studio tour on the same day, if you have the time. I did the tour last year and thought it was fantastic. It's $45 and runs all day long.
No I haven't but wow, I would LOVE to go to an Ellen taping! Have an amazing time and tell us all about it when you come back. If I could choose to go see one show live, I think it would be Ellen or SNL.
I'd love to go when she does her "12 Days of Christmas" giveaways. She gives away some fantastic gifts to the audience--cameras, TV's, appliances, blu-rays, etc. And you don't get just one.