There's always a range of shows and events on offer in London to suit everyone's taste. Have a look here for more information. Also you should be aware that there are places called bucket shops in London in the Leicester Square area that sell theatre tickets late very cheaply.
How about a very unusual visit? Be in the audience for a BBC TV or radio show, find out which shows are being filmed, and apply online for tickets
Have you ever wanted to see behind the scenes at the BBC? Take a backstage tour of BBC Television Centre in West London and look round the most famous Television Centre in the world.
http://www.bfi.org.uk/showing/imax/about.html
How about a visit to see the biggest cinema screen in England. The bfi London IMAX Cinema is a 477-seat, state-of-the-art, large-format cinema on the South Bank.