I first saw Penn & Teller: Bullshit back in 2004 and kept watching the show until its end in 2010. I originally loved the show because I thought the way Penn & Teller presented their findings on so many myths was entertaining and as truthful as possible.
After giving this show more thought, I'm starting to think their "facts" are inconsistent in their reasoning. In the "Death Penalty" episode in 2006, one of their reasons to justify why the death penalty is "bullshit" is that they made a correlation with their findings that states that don't have the death penalty have less violent crime than those that do. However, in the 2008 episode "War on Porn," they state that states with less internet access (and therefore less porn) have more sexual crimes than those with more internet access, but Penn and Teller say that "correlation isn't causation." So, Penn and Teller, please tell me how there's causation in the finding that states that don't have the death penalty have less violent crime than those that do.
It's still a pretty entertaining show, but take some of their findings with a huge grain of salt.