I think the show is pretty entertaining.

Penn & Teller aren't scientists, and they don't pretend to be. And they are biased. They've admitted this themselves and, hey, at least they're open about their bias and don't try and act like their being completely objective. So that's something. So while I think it's entertaining to see them debunk some really silly stuff that people believe, I also don't really take all they say at 100% face value. Still entertaining stuff though!