I agree with Christopher, hecklers are very rare. I've had some overly engaged spectators though.
My favorite was when doing a card trick for a kids show, I had one of the kids pick a card. Another kid yelled out, "I KNOW THIS TRICK!" I asked, "are you sure?" He responded "YES. I KNOW THIS ONE." I feigned sadness, took the card back and shuffled it into the deck and thought for a moment. "Let me try something completely different...." I said. I turned to the first kid and asked him, "pick a card..." The parents in the room completely lost it.