I chose the infamous "Sleep No More" at the McKittrick Hotel.
I will tell you this. It's not for those of you looking for the typical sit-down theater experience. "Sleep No More" reminds me of a noir filmmaker's interpretation of the Clue boardgame and a make-your-own-ending storybook rolled into one. Detective is the name of the game, and your plot will change depending on which character(s) you chose to follow through the eery multi-story maze they've transformed the McKittrick into. The ultimate adult haunted house.
One last tip: try to stay close to the character you're following; they periodically pull aside lucky individuals from the audience to partake in secretive mini moments. L was lucky enough to walk away with the souvenir locket you see above.

