Unless there's something you're dying to see (check this out:
http://www.officiallondontheatre.co.uk/), I'd suggest playing that by ear. You can wander over to Leicester Square and check out the 1/2 price tickets for the day:
http://www.tkts.co.uk/
The first time I was in London I made careful theatre reservations for the second night and the first night I kicked myself when I wandered over and saw the same seats at 1/2 price as well as a bunch of other shows.