Penn & Teller are looking forward to playing the McCallum Theatre next Thursday, if for no other reason than to be on the road again.

Well, Penn Jillette is looking forward to it. Teller isn't really talking.

Penn, who does all the talking for the comedy illusionists, likes life on the road. They formed in 1975, and Penn said by telephone recently they spent most of their career going from one hotel to another.

“We've been settled in Vegas for eight years, and I've got to admit, I like going back to a hotel room after” a road show, Penn said. “I like not knowing where every seat is, where every foot of the stage is. I like that off-balance feel.

“Before I had children, I was thrilled to pieces to be on the road all the time. As a matter of fact, there was about a year-and-a-half that I didn't have a place that I lived. If we weren't doing shows, I would stay in hotels anyway.”

Penn said he actually feels his rootlessness is a character flaw. He's from Western Massachusetts and likes New York City, but, he really doesn't care where he lives.

“I think there's no better way to say you're a shallow and uninteresting person than to say you have no sense of place,” he said. “But it happens to be true. People talk about when they're on the beach or the mountains they feel in touch? Well, whatever they feel in touch with, I never felt it.”

Penn says the show he and Teller do in Las Vegas is about half different from the show they'll do at the McCallum. One difference is they won't close their local show with their famous bullet catch.

“In California, we can't do that because California has gun laws,” Penn said. “Nevada has no laws.”

“They say it's killed 12 magicians and three carneys,” Penn said. “I don't know why that separation of humanity is made, but it's killed over a dozen people.”

Even though the bullet trick can be dangerous, Penn tells his audiences their version is safe. And he says that distinguishes the duo from other popular illusionists.

Penn & Teller combine contemporary comedy with magic while some illusionists let their audiences fear that someone might get injured.

“We do an occasional bloody or gory effect,” Penn said.

“I believe it's important morally, philosophically but also artistically that the audience, at a very deep level, knows we're safe. We're going to ask you to come to the theater on Nov. 5 and we're going to ask you to laugh and enjoy some things that are horrific. To do that, it has to be a celebration of life and health.

“When you see us do the things we do in this show, like sawing a woman in half, your guts should be screaming that you're watching something horrific and irreversible, and your mind should be saying, ‘I trust these guys. They would never hurt anybody and they would never hurt themselves.'

“I think that that's where the beauty comes in.”