Amanda Palmer at Sleep No More
I highly recommend Sleep No More. Don't think of it as a play with a plot, or a puzzle to be solved, but a series of surreal experiences. Being able to see Amanda Palmer perform in the cabaret within the space was wonderful bonus. By the end of the show, there were only about 50 of us left in the lounge, a now-rare intimate performance for her.
To top it off, my friend Rusty Scott happens to be in the house band and shared the keys with Amanda over the course of the night. And he had a flask of scotch to share with me, making the night complete.