They've had Alan Cumming, En-Pee-Aitch, and now Dita Von Teese.
My understanding is that Harris and Cumming didn't perform in the primary show, but hid away in locked rooms and had one-on-one scenes with audience members who were brought to them by the actors. This may be how they use Von Teese, too, but everybody's tight lipped about it. Maybe she's playing a main role--maybe a unique role--maybe she's performing at the party and not in the show. We'll find out in 2012.
I'm not a hundred percent sold on the celebrity casting, but so far all the guest stars have been outspoken fans of the show, so it doesn't feel to me like stunt casting.