Most shows just do day seats - turn up in the morning and see what you can get. Student tickets are also quite easy to get. You'll find it a lot more relaxed than NYC.
It depends what shows you're interested in really... www.theatremonkey.com is a good place to start.
Nick Hutson
Co-Presenter/Producer
MusicalTalk - The UK's Musical Theatre Podcast
http://www.musicaltalk.co.uk