I've seen Gwar a bunch of times, and the first was the best. It was at this shady little skate park/punk rock venue in the middle of the ghetto that got shut down a few months later when someone was stabbed to death. I was about 16, and they had their full lineup, what an amazing show! But, I gotta say after Slymenstra and Sleazy P. Martini left the band, their live shows definitely suffered. I haven't seen them in about 8 years now, but I heard Sleazy is back. I'd give them another shot.
Oh, and that skatepark reopened after about 6 months, and someone was shot (and lived) there less than a week later. That was the end of it. It was a shame. I saw some amazing shows there, Warzone, Murphy's Law, Agnostic Front, Mephiskapheles, Gwar (of course), The Toasters, and the Wretched Ones to name a few. Our punk scene took a huge hit when they closed down.