We didn't go to the museum, but we did attend the flamenco show in the evening. The venue is small, but try to get there early to get front row seats. I compared the cost to attend different flamenco shows. It seemed like all of them lasted about one hour, but the show at the museum cost about 10 - 15 Euros less than other shows. If you've not been to see flamenco dancing, it's worth going to see.