I miss "InTheater" and "TheaterWeek", both magazines of which I have 5 years or so of back issues taking up space in the closet. I think InTheater started after TheaterWeek shut down.
I also enjoyed ShowMusic magazine; they had great in depth interviews.
I subscribe to ShowPeople, but haven't been impressed with their issues yet. It's got a People Magazine flavor to it. I remember an issue that claimed to have a "spread" about some actor's apartment, and it had something like two photos of the place and they were tiny photos that didn't show anything!
"My dreams, watching me said, one to the other...this life has let us down."