If we're talking Royal Court, the theatre upstairs is an absolute joy. Teeny tiny and a black box to boot. Saw the best production of Spinning Into Butter there.
But, as I said on a previous thread, my absolute favourite favourite theatre is the Donmar Warehouse.
Nothing precious, plain to see, don't make a fuss over me. Not loud, not soft, but somewhere inbetween. Say sorry, just let it be the word you mean.