Hone thy Google-Fu. I do a weekly check for a certain set of actors, and the fact that the advanced options on Google means I can search for stuff that's appeared within a certain amount of time (ie - the last week XD) is ridiculously handy!
I also scour WhatsOnStage.com, OfficialLondonTheatre.co.uk, TheStage.co.uk, news.bbc.co.uk, rsc.org.uk/press/420.aspx, and www.bbc.co.uk/pressoffice/pressreleases pretty much on a daily basis, and the Radio Times on a weekly basis; casting news regularly turns up in these places, and there's also some nice articles to be read too. If you're really bored/determined, and your actor is likely to turn up in certain places (the Globe perhaps?), then add the websites of those places to your search list. I have literally stumbled across casting information by accidentally clicking the wrong link on a theatre site sometimes! If *I'm* really bored, I'll go through the IMDb or the Wikipedia. It's always an exciting day for me when an actor I admire sprouts a Wiki page for the first time!

In addition to that, go to Spotlight.com and enter the actor's name into the search box. That should give you the information of their agent; if you're lucky, the agent will have a lovely website which not only includes your actor's CV, but also a news page where they say, like a proud mother putting a painting on a fridge, "look what our clever client is up to now! The
Walking with Dinosaurs tour! Well DONE, client!

" (or something along those lines). It's not a foolproof method; some agencies won't let you see anything useful, some don't update as much as they could, and still others don't even have websites, but it's worth a try.

Also try online networking with other fans. Once you get your name out there as someone who'd love to know what so-and-so is up to next, people may well start sending you info rather than leaving you to go looking for it. Which is always nice.
Something I don't do is Facebook stalking. But if you have Facebook and feel it's worth the gamble, see if your actor has an account and ask them if they'd mind being friends. Some performers use their Facebook mostly for the fans, so it's worth a shot. Even if it doesn't work out, you might find a fan group for info sharing.
Aaaaand I think that's all my trade secrets - and then some! - in one handy-dandy post. Have fun! Go play! Discover!