Well there are advantages and disadvantages to both. Let's have a look:
Sometimes casts are not as good and sets often wobble leaving you with the feeling you are watching a cut price version of something. I doubt if the tour of Sister Act will have the gigantic set that the show housed at The London Palladium and what of Patina Miller - the lead now that she is playing the role on Broadway. Will we end up with a inferior 'star' or will they offer it to someone new and fresh to make the role their own? Drinks, programmes and the like are much cheaper here, but going to the West End is sometimes about the break away. But the venues here are a huge draw. See more on this below.
London - bound
Prices are high but quality is high. I saw Keira Knightley in the wonderful play The Children's Hour, Spelling Bee at the Donmar and Priscilla Queen Of The Desert at the Palace and they were all excellent. Of course, this is not always the case, but there is something wonderful about going to the West End; the anticipation, the star spotting, the fact you are watching something big and well known.
I stay here and go to London - getting the best of both worlds, as you can never tell what's going to tour and I love supporting local venues and we have some great spaces here. The Empire and Lowry for example offer stages bigger than many West End theatres at a fraction of the price.
Should you head to London? Depends on what you are seeing. Why see Thriller! for examples when it's constantly touring? If it's unique to London - go and take a chance - otherwise you could wait and see. Or - in the case of Ghost - you get to see a new show before anyone else!