Burning Man is a must be experienced event. Much like a pilgrimage, it is an ordeal ritual to get there and leads one to be very out of their comfort zone. If you do make the effort however, it can be well worth the journey. Although I'm not one to go year after year, like those who call themselves "burners" and extend their Burning Man related lifestyle choices into their day to day during the year, I will occasionally make the effort because the pros outweigh the cons.
While it's ultimately a giant costume party in the desert, for a smaller group it can be much more and I compliment Burning Man and it's community for what they've created.