I know that with the bands I teach all of our rehearsals are open... As long as the visitor is not causing a disruption. We have had people come and observe only to disrupt rehearsal and get us off track. At that point something had to be done to remove those people.
As for just going to observe, I say absolutly go and do it! The only way to get better is to a) "borrow" teaching ideas from others, B) "borrow" teaching ideas from others and make them better (I usually then share the idea back with the orginator), c) come up with your own stuff and SHARE with everyone else.
Yea for learning! :)