Movie screenings:
MoMA - sooo worth it
IFP (who had the recent "Inglourious Basterds" screening, in conjunction with the Producers' Guild). Members also screen and vote on the Indie Spirit Awards nominees in January/February
NATAS if you work in TV
For the general public (so you have to get there at least an hour early to be sure to get in):
Gofobo
Film Metro
Curbside Booty
Check your Visa card. If it's a Signature, you can get 2 for 1 on movie tickets and occasional other offers
Best theater/event deals ($3.50-$4 per ticket, $85-99 yearly fee), must check listings regularly:
Audience Extras
Theater Extras
Play-By-Play
Pretty good theater/event discounts:
TDF, if you qualify under various categories. $30 annual fee, more Broadway and can reserve farther in advance than the Extras clubs. Vouchers for off-off-Broadway can be purchased by nonmembers.
OK theater/event discounts (membership is free), similar prices to TKTS booth but can reserve in advance:
Goldstar
Broadway Box
Playbill
Theatermania (they also have a paid Gold club with better deals - I'm not a member)
Free stuff all in one place:
Club Freetime (I do the paid membership but it's easy enough to Google to find out where an event is)
Have fun!