When you're thinking theater, don't forget cabaret. This enduring form of theater is usually performed in nightclubs rather than formal theaters, and combines theater, dance, and music in a visually uniquely format that can be absolutely riveting.
When attending live theater, it's a good idea to arrive at least 30 minutes before curtain. Many theaters won't allow you to enter once the curtain rises, and others will happily give your seat away if you're not there immediately prior to the show.