I've been watching in the vain hope that one of the shows they recorded was one I went to. I mostly went to see them in Houston though, and I think they usually record shows at the Ritz Theater in Austin.
I've already seen versions of the shows I've been the audience participant in the sketch for, and neither one was mine. (I once got the chance to play Sarah in their Labyrinth sketch, which mostly involved three men dressed in makeshift Bowie costumes being creepy toward me then serenading me with a parody of Life on Mars, and other time I got pulled onstage to play Data in their Goonies sketch, which consisted of me lying in a box playing dead onstage until the dramatic moment I would punch upwards with a boxing glove.)
I really hope they show the Exorcist soon, they make a habit of editing the movies, both for length and to add in visual and musical gags, and Exorcist has my favorite musical gag they've ever done.