A ‣ At the theatre 

We went to see a new
production of
Hamlet last night. The
sets1 were incredibly realistic and the
costumes2 were wonderful. It was a good
cast3 and I thought the
direction4 was excellent. Toby Cartwright
gave a marvellous
performance5. It
got rave reviews6 in the papers today.
1 scenery, buildings, furniture on the stage or in a studio
2clothes the actors wear on stage
3 all the actors in the performance
4 the way the director had organised the performance
5 + 6 note these typical collocations
6 got very enthusiastic comments
Dance usually refers to modern artistic dance forms; ballet /ˈbæleɪ/ usually has a more traditional feel, unless we say modern ballet.
A comedian is a person who entertains people by telling jokes. They may have a show of their own or they may feature in a show with lots of different entertainers. [people whose job it is to entertain others]
The people who watch a show are the audience. Viewer is only used about someone watching a TV programme.
Language help
When we refer to a performing art in general, we can leave out the definite article, e.g. Are you interested in (the) cinema/ballet/opera/theatre? But: Would you like to come to the cinema/ballet/opera/theatre with us next week? [particular performance]
B ‣ At the cinema 
ANNA: Our local cinema's showing Spectre again next week. Do you fancy going to see it?
BETH: Yes, that'd be great. I love the opening scene1 at the carnival in Mexico City. The James Bond films are always set2 in great locations.
ANNA: Yes, and I think the film really captures3 the human side of James Bond.
BETH: That's right. A lot of work went into the script4 for this, and the dialogue5's particularly good, I think.
ANNA: Do you know who the director6 was?
BETH: Sam Mendes, I think. He didn't write the screenplay7, though. I’m not sure who wrote that. The score8 is by Thomas Newman. He also wrote the music for Skyfall.
1 part of a play or film where the action happens in one place
2 take place in
3 represents very accurately
4 the words of a play or film
5 conversation written for a book, play or film
6 person in charge of making a play or film
7 text for a film including instructions for actors and camera operators
8 music for a film
C ‣ Other words connected with events in the arts 
The Opera Society are doing a performance of Don Giovanni.
The National Theatre has a very large and versatile stage. [area above ground level where actors perform]
What's on at the cinema/theatre, etc. next week? (note the two prepositions)
Sometimes they use our school hall as a venue for concerts - it's a little small but is otherwise quite good.
There was an actor on TV last night promoting an interesting new play he's appearing in at The Globe. [providing publicity for; noun= promotion][acting; noun= appearance]