Personally, I like to arrive at a theatre, at least 30 minutes before curtain time. Mind you, I don't like being in a long line, so I am comfortable with arriving at a show even earlier than 30 min. What you don't want to do is be late arriving at a theatre and getting inside when the show has already started. That is just going to upset the people in your row. Better early than late is what I say.
"Noel [Coward] and I were in Paris once. Adjoining rooms, of course. One night, I felt mischievous, so I knocked on Noel's door, and he asked, 'Who is it?' I lowered my voice and said 'Hotel detective. Have you got a gentleman in your room?' He answered, 'Just a minute, I'll ask him.'" (Beatrice Lillie)