The shows for kids - probably the first one - tend to last less than an hour - my kids were always ok - even from 1 and 2, maybe I was just lucky - pick something cheap to try it out on!! I also took them to the cinema from about the same age - our local arts centre does baby showings where adults only get in if the have a young baby, then they can relax knowing that there are other parents with babies there that are less likely to get upset of the babies cry. I would even just wrap them up and take them out to see the Christmas lights - if the ones in town aren't very good, there is always someone who puts on a great show in their garden - simple entertainment and cheap - or free!