Creating an Illusion

I read a lot to improve my skills as a performer.  While my focus is burlesque, the things I read tend to apply to all types of performance.  This week I started Magic and Showmanship, A Handbook for Conjurers by Henning Nelms.  Just a few pages into the book, Nelms starts discussing tricks versus illusions.  He points out that illusions convince an audience of something, even if they're no longer convinced when the show is over.  From Nelms:

In most cases, the conviction will be neither deeper nor more lasting than the conviction of an audience at Hamlet that the prince has been killed in a duel.  However, this is all the theater needs to create drama--and it is all a conjurer needs to fascinate his audience instead of being content to provide a little amusement.

There is a tremendous difference between even such short-lived illusions and none at all.  If a play fails to create any illusion, it is worthless.  On the other hand, if it succeeds in creating an illusion, the fact that the spell of the drama is broken with the fall of the curtain does not diminish its effect in the slightest.

Wow.  So how can this be applied to improve a performance or an entire show?  Look at bad reviews you've gotten.  What illusion did you personally or the show as a whole fail to create?  What about the good reviews?  What illusion was successfully created?

I've always believed the focus should not be on how being on stage makes you feel, but instead should be on the audience's experience.  Nelms's discourse on illusions can help improve the audiences' experiences so every trip to the theater is magical and worth the cost of admission.