Mystere is the closest to La Nouba, and is very, very good. Lots of performers doing some neat stuff.
O takes place in, above and around water. Again, lots of performers jumping, swinging, diving etc. Very exciting--lots of different things to see at once.
KA has an actual story that anyone can follow (unlike the other two, wich are much more circus like--the plot is a bit hard to follow) about a set of twins that are seperated and have to find each other. The stage and how the performers interact with the stage is unbelievable and totally awe-inspiring. You truely cannot believe what you are seeing at times. The music is also very good, and every seat has speakers. However, the individual acts that make the other two so cool (like La Nouba) aren't as prevalent.
KA is my favorite, because I was so struck at the staging, and I liked the story without being interrupted by wierd scenes that didn't make sensee. However, the other two are somewhat less expensive and offer a much more traditional Cirque experiance. I don't think you could go wrong!