I haven't gotten to see a ton of shows, but my three most recent had great pre-show atmospheres - Hadestown (that set is gorgeous and detailed and just brings you right into the atmosphere so quickly), Dear Evan Hansen (besides the set itself, the social media notification noises coming from the stage totally set the scene), and Oklahoma (by the nature of that set, you are just totally surrounded by it, and the light bouncing off the fringe flags hanging from the top was so cool and reminded me of open mics I've been to - it's the kind of thing where you see pictures of it, think "I want to be within that and surrounded by it," and then you suddenly are and it's so surreal).
"I think that when a movie says it was 'based on a true story,' oh, it happened - just with uglier people." - Peanut Walker, Shucked