Yes, they have very elaborate programs. And T-shirts not just for Dolly but with catchphrases like "Shine Like the Sun," "Sexist Egostistical Lying Hypocritical Bigot" (or however it goes), and one with the "coffee" brand on one side and the "rat poison" brand on the other. If it's early merchandise you're looking for, you won't be disappointed at this concession stand.
Here's a story about opening night from EW.com: http://hollywoodinsider.ew.com/2008/09/the-broadway-bo.html Talks about how a controversial line right before curtain call had to be changed in previews, as well as another description of Dolly's impromptu performance.