You're there to enjoy yourself but so is everyone else. I'd say the first thing to make sure you do is to be courteous. Hold doors, be polite, and smile as you awkwardly shuffle past people to get to your seat.
Speaking of getting to your seat, do get there on time (on time meaning at doors open) so you can go to the toilet beforehand and get a drink before making your way to your seat. You don't want to be one of those people who show up just before show time and disturb the whole row, do you?
So, you've just watched a great show and had a great night. Show your appreciation. Do clap and join in for a standing ovation. It's a great way to immerse yourself into that atmosphere. If you really enjoyed the performance then you may even want to "stage door". Do go and tell the cast what a great job they did but remember it's at their discretion (they might not be able to stop and chat so be respectful of that).
When you go to the cinema and there is someone eating crisps, it's hard to imagine anything worse. Well in the theatre this annoyance is multiplied by ten. Don't be one of these people. If you want a snack then get a mini tub of ice cream; it's more theatre suited anyway and they tend to sell it at the intervals.
Okay, whilst crisp eating and packet rustling is a big pet peeve at the theatre, there is something worse than that. Don't leave your mobile phone on. Nothing quite breaks the magic of theatre (especially when you're lost in the poetry of a period piece) than when a shrill ringing noise breaks through the crowd. It takes a second to put your phone on silent. Now last but not least is a simple lesson of consideration but don't talk during the show. You may think that your whisper is just that but it distracts not only your fellow audience members but the actors too. Unless it's a pantomime then whatever it is, it can wait.