Even the bad shows can be so bad their funny. I have never been to a bad show both shows I saw were great but like $5 Wrestling is a great example of bad being funny.
I love me some $5 Wrestling. Would love to see a live show from them sometime, haha.
Does ROH count? If so, yes. Went to one ROH show and absolutely loved it. Great entertainment with good talent and atmosphere, cheaper tickets, etc. Aside from enjoying seeing some WWE talent I like live, I definitely enjoyed the ROH show more. It was a little longer for a cheaper price, the talent really did a great job entertaining everyone and putting on a great show, plus they did a meet and greet session with some talent before the show where you could get autographed photos and do photo ops. (Enjoyed being with Cole and Steen. :gusta: ) So yeah, overall much better than either of the WWE house shows I attended. Oh, and not too long after they even had the show on DVD so you could get a copy of it and relive it, all that good stuff. First experience was a great one.
To answer the other question, if I had the opportunity I would absolutely go to (more) indie shows. I'd enjoy checking out as many as I could, if for nothing else than the experience.