I would stay put at the theatre in my dressing room and catch up on reading and if I was hungry order food in and after I was done getting into my costume nervous nelly as I am and be ready to go for the next curtain.
Way to many variables: length of the show, how draining the performance is, the weather, how close you live, do you need a pick me up from the stage door crowd, what do you want to eat, are people you like (or don't like) around the theatre.
If I were on Broadway, I would be able to afford to live nearby, so I would go home and rest, watch TV, and eat a light dinner. When I have performed in two-show days (not on Broadway), I usually went to a coffee shop to relax and have a coffee/snack, and then went back to the theatre looooong before my call time.
I remember Lindsay Mendez asking that quesiton to her castmates at Carousel last summer... Funniest one is watching/listening to FRASIER to fall asleep.
Like everyone says, it depends on the length of the show, the location of the theater, etc.
That being said, I was in an Off-Broadway show that was very long. We didn't have much time between performances, so I started a tradition every two-show day where we'd go to the McDonald's down the block and get Happy Meals. Then we'd give the toys names and eventually hide them in places around the theater/dressing room.
There's Broadway Sandwich series, I think it's also available on YouTube, where they spent their in-between show time with stars from The Band's Visit, Wicked, OOTI, Hamilton, and more.
"Hey little girls, look at all the men in shiny shirts and no wives!" - Jackie Hoffman, Xanadu, 19 Feb 2008