If I recall correctly those haunts displays are not always populated and also dont reflect what that pirate gained...but instead the current quality of entertainment on offer.
Entertainment quality is not affected by price. Affectted by extras like cigs and beer, the rank setting on the place relative to the pirate, and by the average staff quality.
Finally the quality of entertainment earned is fixed at the instant the pirate enters the place.
I dont recall which was better. I liked having the cheapest forms of entertainment though. Most of the time my pirates and overseers were broke and paid $1pm. Set on cheap they could always afford entertainment if they needed it. I just hiked the price on the door as they entered then lowered it down again after they were inside. They were happy and I got paid top $ with money that appeared out of nowhere
Link on entertainment research and observations:http://dynamic.gamespy.com/~tropico/cafe/index.php?topic=8572.0