I like Penn, but while this book has some high points, it's very uneven -- much like Patton Oswalt's latest effort.
I found the chapters dealing with his family to be very moving, and enjoyed some of the "behind-the-scenes" looks at David Blaine and Sigfried & Roy, but some of the other essays I found a bit out of place...
However, as an author myself, I know how hard it is to tell all the stories you want to tell and "keep it in the theme"- so while I felt it missed the mark a few times, overall, I'd recommend it...