If you don't have the budget to do a Broadway show, try Fuerza Bruta. It's not a play or a musical - it's really just a visual spectacular. You stand the whole time (so if that's a problem, this show isn't for you) and throughout the show, ushers move you around to make room for set pieces coming in and out. Almost everything happens over your head and it's a lot of awesome aerial acrobatics with dramatic lighting and music. It will blow your mind. At one point they lower a shallow pool of water over your head (it's plexiglass on the bottom) and women swim/dance through it. At the end, you might get wet - it starts "raining" in the studio and the performers come and dance with you in the rain, but you don't have to stand under the rain if you don't want to. You just might accidentally be under it to begin with, so be prepared to possibly get wet. But it's really a fun time and is just visually such a treat.
I realize that if you're reading this in the future, they show may not still be running. But it has been running for almost four years now, so I suspect it will stick around for a while longer. If you stand in line for rush tickets earlier the same day as you want to see the show, they're only $25. However, if it's a nice day out, you'll have to stand in line for maybe 3 hours or so to be sure you get tickets. They're $79 if you order them the normal way, though they have promotions all the time (you can follow them on Facebook to be alerted of these promotions).
They also have performances of Fuerza Bruta set up in other cities across the world, so check that out too if you're not going to be in New York any time soon but would like to go.
