My parents took us years ago when Radio City had a movie (do they still do that?) and a show with the Rockettes a few times.
I took my own kids when they were in elementary school to see the Christmas show. That was over twenty years ago and it was expensive then.
ETA: I just took a quick look just for the heck of it to see what they were charging. For a Friday afternoon matinee early in November, the cheapest seat available is $178.00 not counting taxes or any service fees. For a family of four it will cost well over $1,000.00 if you want a nice show and a basic (not fancy) lunch or dinner out!
I can't imagine what the cost would be for Christmas week! Yikes!!