As you walk around Rome, you may see posters for opera or other classical music performances in churches.  These are an excellent way to experience entertainment with local people in a casual atmosphere.  The quality is good, the setting is lovely and the prices are reasonable.

Cinema

Cinema Adriano
Warner Village Moderno

Theatre
Miracle Players (English troupe based in Rome)

Opera
Teatro dell'Opera di Roma

Classical Music
The Accademia Nazionale di Santa Cecilia - at the Auditorium Parco della Musica