I agree that if you've never learned about Brecht techniques, you might want to do a little reading, but if you have learned about Brecht or have ever been curious about his methods, you have to see Threepenny, because they take all of his theories to the letter. I just remember sitting in the theatre and thinking, "Oh my god! I can't believe what I'm seeing!"
And the cast is top notch, particularly Jim Dale, Alan Cumming, Cyndi Lauper (the role is a great fit for her), and Brian Charles Rooney.
I hope you see it and look forward to reading your review.
"Peace! The charm's wound up."
--Macbeth