There are millions of shows whilst out there, they have a centre where you can buy them for cheap prices up near planet hollywood.

Avenue Q (NOT recommended if you are bringing young children, best for teens and up)
Wicked
Chicago

broadway.com/
is a good site to to tell you whats currently playing on and off broadway

You try to get tickets to the various talk shows that are taped in NY (The Daily Show, The Colbert Report, Late NShow with David Letterman, The View - the US Version of Loose Women - and many more) which are free and jsut require advance booking - though most do accept standby its not guaranteed.

thedailyshow.com/tickets
colbertnation.com/tickets
cbs.com/late_night/late_show/tickets/
theview.abc.go.com/tickets

And many more.

we went to see mary poppins wasnt really bothered as gf wanted to see it but really enjoyed it

We went to see Rock of Ages in October

Highly recommended, brilliant music, great fun.

Tiny bit rude though, not for small children!