I remember going to see Shakespeare's Twelfth Night by a smaller touring company a few years back and it was done/ acted so well even the youngsters in the audience had understood most of it. I'd love to see that again.
Also, 'Trestle' Theatre group were always good (mask-work) - not sure if they are still going.
Rambert Dance is a very good contemporary dance Co. to go and see - not been to see dance at the theatre for a few years, must go to the Theatre more but it can be very expensive.
But for the big London shows, you can't beat Cats - absolutely marvellous!