And, even better, I love them when something extra-curricular is underway. On one day earlier this week, either side of lunchtime, I felt an illicit frisson of pleasure - as though playing truant from school - while knocking about Wilton's Music Hall in the East End and the Theatre Royal in the Haymarket.
The first venue is the oldest surviving music hall in London - did you know that Collins's in Islington has now been razed to the ground?; I didn't - and the second, our most famous and, even in its third incarnation on this site, our most beautiful playhouse.
Wilton's current performance is one featuring dozens of brawny workmen in hard hats, carrying out a full-scale restoration of its auditorium, gallery, roof and backstage area. I padded around that magical place with Frances Mayhew, the artistic director, and Katie Mitchell, director of development, formerly of the Donmar Warehouse, as the work proceeded apace. They have lately discovered an orchestra pit, thought to have been lost for ever.
This is Phase 1 of the Capital Project, costing £1.1m. Phase 2 and 3, securing and protecting the internal and external of the houses that constitute the front of the building in Grace's Alley, will cost £2.2m; the Heritage Lottery Fund will hopefully cough up £1.6m, leaving £600,000 to raise in donations and sponsorship, one third of that amount already in place.
It's a daredevil project, but an essential one. No-one who's ever stepped inside Wilton's wouldn't want to go back there. It's an enchanted, and enchanting, interior and the great thing about this campaign is that it's dedicated to restoring and renewing the place as it was, not giving it a modification or make-over.
If all goes to plan, the theatre itself will resume operation in February next year, while the rooms upstairs - offices, rehearsal and dressing rooms - should be in use by early 2015, work on them starting in January 2014.
Downstairs in the bar area, I found none other than Roy Hudd, music hall artiste and historian supreme, girding his loins for a meeting of the Music Hall Society who will celebrate their 50th anniversary in Wilton's next year.
He needed no prompting at all to go into a couple of choruses of "It's a Great Big Shame" and "Champagne Charlie is My Name," the song most famously associated with Wilton's and one Roy himself has sung on its stage - with, he confirms, a most enormous shiver down his spine. He's lost six stone and moved to Suffolk (after his wife was mugged in Clapham); he's never looked better, and the old twinkle is just the same.
Across town at the Haymarket, I joined a small but perfectly formed audience for La fille a la mode, a cheeky promenade show devised by Dante or Die (directed by Daphna Attias and Terry O'Donovan, with Blayne George for the Haymarket's Masterclass Trust).
An accordionist in a red dress led us through the stalls, the circles, the stairways and bars of this glorious theatre while a group of girls in corsets and under-skirts disported themselves as barmaids, chorines, prostitutes and other exploited ladies of dwindling virtue; not so much Fanny by Gaslight, then, as Fanny by Daylight. And, one of them said with a startling lack of subtlety as we slouched along a corridor, you can use vegetables.
There seemed little point to the narrative (what narrative?) but the physical experience was wonderful, making you look at the theatre architecture in a totally new way, girls cavorting on the bars, the harpist flattened in the aisle under her own instrument, five floozies dancing in synch in the stalls while we inspected them from the front row of the grand circle.
And what to make of the show's ironic announcements? "A woman who does not wear perfume has no future"; "A woman should be two things, classy and fabulous"; "Never leave home without stockings or a hat"; "Solitude is ideal for a man, but it destroys a woman."
I think we were supposed to feel bad about all this, but I have to confess I enjoyed myself immensely. The girls are lovely. And the sight of them draped upside down in a human chain, limbs entwined, eyes beseeching, en route from stalls bar to the foyer, made me think how very boring my interval progress had been all these years around the Haymarket.
And how very much less entertaining some of the shows I'd seen there. Mind you, I have seen Ralph Richardson, Wendy Hiller, John Gielgud, Maggie Smith, Penelope Keith, Peter O'Toole and Steven Berkoff prowl these hallowed boards; but their memory is now mixed - or tainted - with La fille a la mode, and a very good thing too.You can catch the show at 2.30pm and 4pm on five more days in early November.