I think programs are about 3 pounds, L3, each and they are worth buying. I have one from every show I've seen in London, including The Mikado by the D'Oyly Carte at the Savoy, Hamlet at the Old Vic and Suddenly Last Summer with Diana Rigg at the theatre which is now the Noel Coward.
You can go to the TKTS booth in Leicester Square and get really reasonable prices on tickets, plus, unlike TKTS in Times Square, they take credit cards and sell advance tickets for evening performances on matinee days.
The only shows I bought in advance were Mary Poppins, Mamma Mia and Jerry Springer: the Opera. It is hard to get tickets for some things and they're not available at TKTS. I wanted to see Charlotte Rampling in a play at the Barbicon and Mary Stuart at the Donmar Warehouse, but each of those was sold out. Still there are so many selections. While you're there, get Time Out London and use that to determine what to see. It may be London, but there's a lot of crap onstage there, too.
NYC Visitor and Broadway Fan