Yes I saw it - enjoyed the play, but feel the same as many about the book, not a favourite of mine and I got totally lost when reading it, ended up skimming pages of it as I couldn't tell the Edwards from the Richards from the Henrys etc. Not a part of history I knew anything about (grew up elsewhere) so really didn't make sense to me. The play was easier to follow in that sense (plus they give you a family tree when you go in). I thought the Carradine character was too slapstick and overplayed, but the others were good. I didn't realise/remember that the romance wasn't quite like that in the original. The gay actor that she pretended to be engaged to was a bit over the top in how strongly he reacted to the theories about the princes, though I suppose that may have been how he was written. But overall it was fine, if not one I am rushing to return to, but a pleasant way to spend a few hours.
I went because so many people said it was their favourite novel that I felt I must be missing something. But also (mainly) because I was reading a series of books about Josephine Tey as a main character (fictionalised but sort of based on her life - Nicola Upson books) and wanted to see/know more about what she wrote.
I do like how the time period was captured - very much how it was in my imagination after reading the book, too, and Marta had some amazing clothes and looked beautiful. And it was interesting to see the theatre, with the trains running overhead periodically! It wasn't very busy when I went, and people were encouraged to move forwards in the stalls. You can get day seats for £20, same seats as the £55 sold in advance, through todaytix or probably other places.