Yes! I hate A Prairie Home Companion which I think is just dull, but Night Vale gives the concept the extra boost it needs to be good. They do get a bit repetitive, but then I wouldn't listen to them on their own. They're entertaining to have on while you're doing something else.
It was great! Robert Altman's last film before he died, it stars Meryl Streep, Maya Rudolph, Tommy Lee Jones, Woody Harrelson, John C Reilly, and a surprisingly incredible Lindsay Lohan. Garrison Keller also plays himself! It's not much of a central plot, but the film follows the "last show" of Prairie Home Companion before the theatre is bought and demolished. The Angel Of Death visits and affects the characters in different ways, and Tommy Lee Jones plays the bitter but understanding man who bought the theatre. Seriously though, watch it. Ebert has a great essay for his Great Movies series, too.