One of the really cool things about Sigil is that, as a neutral city, it acts as a melting pot - people and things from anywhere and everywhere can come together, and show off little bits of their heritage to anyone who's interested. In that vein, have some entertainments the players might encounter, or might feed into further adventures.
Down in the Hive Ward, wherever there are Xaositects, there will be entertainment. Improvisational street theatre is common - but most of it is random gibberish, as is the way of Chaosmen.
Vasariel's street show, however, is something else entirely. A Half-Elf Bard, Xaosman, and avid planar explorer, Vasariel collects stories from across The Great Ring, mashes them together, adds in some audience input, and forms his own mythologies and tales, to marvel those brave enough to wander The Hive.
Most of his tales will require people from the street to act out the parts he decides upon - The Fearless Warrior, The Mysterious Thief, The Vengeful Mother, etc. He tends to tailor his stories towards his group - if he has a Tiefling, an Aasimar, a Bauriar and a Half-Orc, he will stereotype each and form a tale of a Great And Powerful Demon Prince (the Tiefling, with some minor magics to make them more threatening looking) who wishes to take the Beautiful Angelic Solar (the Aasimar, similarly altered) as his bride, possibly by force, and the Plucky Warrior (the Half-Orc) accompanied by his Boisterous Drunkard Sidekick (the Bauriar) - mere mortals who take it upon themselves to rescue the Angel. Near any group can be used, and he will frequently attempt to lure in passers by to fill in parts as needed. Those willing to take part will have a great time - Vasariel's tales are always entertaining, and he can work any form of improvisation into his act, weaving complex tales from every action, reaction and consequence, intended or not.
Vasariel dislikes people who act "too snooty to join", and those who look down on street performance as an art form - indeed, he has taken in such people, and showed them he is a master at the craft.
Perform a show for him, he might buy you a drink with the donations he will no doubt garner, or owe you a small favour - and you never know what he could do for you.
Kasstern The Vicious, on the other hand, is a master of a slow and methodical art. And by art, I mean torture.
You see, Fiends are not a nice lot - most enjoy bloodshed of some sort for entertainment. Kasstern was regarded as one of the best Baatezu torturers around - until he found that standard methods simply held no sway for him. Ever mindful of his Lawful nature, he needed a new outlet - and decided that opening a "gallery" in Sigil might just do it. For an exorbitant fee, nasty bloods can go watch the Fiend torture someone to within an inch of death - a performance can take anything from hours to days, depending on the audience and the... subject.
Oddly, Kasstern does not go around kidnapping people to torture - too Chaotic. Instead, he vetoes them thoroughly, and a surprising amount of people sign up to take part. Mainly because, while he will almost kill you, he'll never quite go the whole way - he has a squad of healers standing by, to Regenerate the poor sod on the receiving end back to full health after the show. That, and the pay is stupid good. In fact, when faced with the thought of a permanent disability, such as an amputated limb or missing eye, some brave souls without the cash to hire a healer themselves will go under Kasstern's loving care, to come out the other side better than they were before (of course, he will deduct a fee from the victim's payment - wouldn't be good for the reputation to go handing out free healing, after all).
Hopefully, most PCs wouldn't be willing to attend such a show, but it might make for an interesting bit of background, an insight into the ways of Fiends, and a clue regarding the mental state of those attending.