You can try and watch Oliver in the threatre in Covent Garden, saw it a few weeks ago... My gf loved it, god knows why.
I'm taking a lass to see this... any good?
I've never seen it, so don't know how good it is, but I'm pretty sure lastminute were doing tickets for 'The Woman in Black' for about £11 or something similar a few weeks ago...
Go up on the day and find small stands offering tickets - usually go for somewhere between £20-30 and for good seats (stalls, circle).
Blood Brothers is supposed to be good, I'm yet to see it though.
Do you want theatre or musical?
The Globe on the South Bank (near the Tate Modern) puts on some fantastic performances of Shakespeare's plays every day. Tickets are cheap too.