I think the best I have been to is at Singapore zoo, where there are some very cool animals doing stuff on cue, and they really drill home the conservation message. The show has a large human and animal cast, and it is very entertaining. Which zoos have phenomenally good keeper talks/shows, and what makes them stand out?
I love the Hunters of the Sky birds of prey display by the hawk conservancy trust at longleat. It's truly breath-taking, a great selection of birds and the vultures are incredible, especially as they brush passed your head!
Oh yeah! Healesville in Australia has something similar. The story is conservation based of course, and the birds fly over your head.
Bird show at Dallas Zoo is the best I have seen. Funny and informative and fast paced - very professional. (They actually hire a professional training company to do it). At the end there is an opportunity for guests to hand dollar bills of any amount to a bird that grabs it in its beak and puts it in a bucket that goes straight to conservation (some type of parrot conservation group I think).
Zoo de la Fleche in France had very good sealion and parrot shows that were entertaining but also educational, incorporating a lot of information about the animals and an environmental/conservation message. They also have THE best bird of prey show I've ever seen in my life.