we have quite a lot of days out, as a family.
we have been to Disney on Ice a few times - the dds love it - as well as other live shows (pantos, musicals etc).
problems for us: the dreaded spinning light up toys. not because my two will want one (they will, but I am happy to say no ) but because the incessant flashing lights during the performance are really distracting - for all of us, but especially for dd1 who has ASD.
I also think programmes are way overpriced these days - the Disney ones have a few cast shots, and not much else (except advertising - so presumably a lto of cost is recouped anyway) and to expect £10 for that is ridiculous.
snacks/drinks/ice creams are also a problem for us, due to food allergies. we take our own, where we can, but sometimes that is not possible. and it is a bit sad that eg plain popcorn cannot be sold alongside the flavoured ones, or natural (not full of colourings etc) ice lollies.
so, the preparation fills me with dread (packing enough snacks, possibly enough food for lunch/tea as well) as it can be time consuming to organise.
good days out include: days where not too much is expected in terms of 'extras' (programmes, silly toys etc). good quality merchandise I dont mind paying for (although again not overpriced because we are a cpative audience), and souvenirs are great, but not tat that is soon forgotten or broken. (funnily enough, dd2 still plays with a couple of plastic/fabric roses we got at Disney shows - 2 and 3 years on!)
we go to theme parks a lot (we have Merlin passes) and find them to be good days out (after 3 trips or so we have 'paid off' the passes), and as we also get exit passes (de to dd1's ASD) it is manageable and fun for us all.