Also, and most important... explore more of the city than just Midtown. You get your theatre tix at 10 AM, and don't have to be back at the theatre until USUALLY 8 pm. That gives you ALL day to explore... so DO IT! There is MUCH to see.
Check out some museums: The Museum of Natural History, Guggenheim, and the Metropolitan Museum of Art, MOMA... MANY are PWYC.
The New Museum in the Lower East Side is pretty great, and the Tenement Museum is my favorite in the city.
http://www.ny.com/museums/all.museums.html Explore the east village! Start at union square, and walk around! The Life Cafe is a great stop if you're a renthead, but there are TONS of amazing cafes, vintage stores, restaurants, used book stores (STRAND books!) and much more in the East Village.
The Lower East Side has lots of cafes, shopping, art galleries, etc. Soho is more expensive for clothing stores, but more sheek stuff than the high-end stores of 5th ave.
FINALLY, if you are gonna spend alot of $$ on ONE show... see SLEEP NO MORE. nothing like you have ever, or will ever experience.