I've been to a few. The most memorable was a WWF show in 1995 when business was down and they were going to small venues. In a crowd of less than 1,000, I saw Undertaker w/ Paul Bearer beat Kama in a casket match.
Also, Shane Douglas was there as Dean Douglas, and The Bodydonnas were there, featuring a fairly young and unknown Sunny. Razor Ramon, Man Mountain Rock and Rad Radford were all there.
Definitely the wrestlers seemed more relaxed. They just seemed to be having fun out there, not taking the show very seriously, and interacting with the crowd a lot more. The venue was small enough that you could hear everything they were saying.