If the theater prices are a little steep for your budget, or you're just wanting to catch a last-minute show, the half-price ticket booth on Leicester Square is a must. As a local, I've used it often to get discounted tickets to shows. Although they call it the "half price" booth, not all discounts are that high. But it generally has a selection of tickets for a wide range of shows, and if you get there in the morning you'll get the best choice for that evening's shows. You can even buy up to three days ahead, and the website is a great place to go for more offers, plus comprehensive information about what's playing.