I love what Louis CK did by releasing his special straight from his website, but I have to say the descriptions of his jokes in the article make me want to stay the hell away from his shows.
His stand up is raunchy as all get out and becomes predictable and even boring after a while, but his show Louie is excellent. It's very different from his stand up. Think of it as a day in the life kind of story telling with great character development and cameos. I whole heartedly recommend it.
I went to his show from his most recent tour, and only the last 10-15 minute bit he did was "edgy" and a bit raw. The rest was just funny story telling about being a dad, having a cat sneak into his apartment, getting old, being single and dating, getting high for the first time in 15 years, dealing with his neighbors... pretty tame stuff for the most part. I had never seen him before, but his last tour was the one where he didn't use ticketmaster, so I supported that venture, and it ended up being great time.
His stand-up stuff is pretty raw, but his TV show is really good, I think.
His TV show is currently my favorite that is being aired. It's hilarious, kind of off kilter at times, but most of all it feels real (in most episodes). He tackles some very interesting issues, such as suicide, while putting it in his own comedic light.