actually, as far as i know, La Nouba (the WDW Cirque show) has never been shown on tv. there are several other Cirque shows that have been shown on Bravo, though, so those are the ones you may have seen.
the La Nouba show is the only one i've seen live (i saw it a few years ago) and it is absolutely amazing! definately my top favorite cirque show out of all of them i've seen (and i've seen all the ones shown on tv). words just can't describe how incredible it is! not only the show, but the music is beautiful as well! i HIGHLY recommend seeing it!
and yes, it's completely worth the ticket price. and really, for a Cirque show, the La Nouba price is cheap! the Las Vegas shows are over $100 a ticket, i think. when my dad and i saw La Nouba, i think the ticket price was a little over $70 per adult. but yeah, it was definately worth it.