If you don't already have your tickets, go to
BroadwayBox.com. You can get tix for prices very comparable to TKTS, w/out standing in line in the cold.
AND, you get to review your seat choices, which is very hard to do at TKTS. Over the past few weeks, we saw Spamalot, Avenue Q and Young Frankenstein. YF was good, I liked Spamalot more than my Monty Python fan dh, but Avenue Q was AMAZING. Don't miss it (as long as you have an open mind).
For a convenient and relatively inexpensive pre or post theater meal (or just dessert), check out
Junior's. It's a Brooklyn based diner famous for its cheesecake, but they opened a branch right off Shubert Alley (45th bet Bway & 8th). One slice of cheesecake is enough to share for 2-4 people, especially if you get the carrot cake cheesecake, my favorite. But, if you're a purist, the plain or fruit topped are also excellent. Hint, call about 30-45 minutes before you plan to show, since they don't take reservations, but will put you on the list. Also, you can just walk up and sit at the (very long) bar, for a much shorter wait. Of course, you could also visit the original Brooklyn location, since you asked for Brooklyn recs too.
Also an excellent theater restaurant choice is Les Sans Culottes, 347 W. 46th St. (Eighth & Ninth Aves.), french prix-fixe, the "appetizer" is a huge basket of crudites with cold sausages. You could practically fill yourself up on that and take your meal to go.
I would also recommend you check out
Jocques Torres' Chocolate while you're in Brooklyn.
Edited to add: Also, 8 area Macy's stores will be open 24 hours from 12/21-24. I don't know if you will be here during that timeframe, but the Herald Square flagship and Kings Plaza in Brooklyn are both participating. That would be an interesting, non-touristy thing to do, see who shops at Macy's at 3 AM!