Would I Lie To You is my second favorite comedy show of all time, the first being Peep Show. I have been trying to score tickets to a taping of WILTY for years now. The form requires you to specify an address and each time I have to note that yes, I really would fly from California to Uxbridge to attend a taping. They never get back to me :)
WILTY tickets are insanely difficult to get, and even if you get them, if you don't have a car, or aren't located very close to the studio, then you're not going to have much luck. We did get the offer for WILTY tickets, but the logistics were simply intractable (living in London at the time).
Most mainstream UK shows are taped within, or nearby, London - and that works reasonably well. Arguably the hardest show to get into is QI, and we were coaxed into being in audience for Pointless in order to bump up our 'score' on the QI queue as it were. It's a weird old arrangement over there.