Hubbell & Hudson is a market & bistro worth visit in the Woodlands. For cheap eat, Grimaldi's Pizza or Crust Pizza Co is a good choice.
Check Cynthia Woods Pavillion for music concerts or performance shows.

If you are willing to drive south to Houston, Miller Outdoor Theatre also offers good variety of performance. Check their calendar.
Alison Cook of Houston Press nicely wrapped up Houston food scenes in this article: Houston: One Great Unsung Restaurant Cities.

Enjoy the Woodlands (and Houston).