Theatres
La Fenice Opera House
La Fenice, which (in)famously burned down a few years ago, has been rebuilt just as it was, all sickly gilding and pastel decor. Sadly the opera house is strapped for cash and can descend into chaos - a recent heavily-advertised production of La Traviata was hit by strikes and the threat of cancellation. If you're brave enough to book ahead, you can buy tickets online (this worked when we tried it). But note that some of the cheaper seats have little or no view of the stage.
Other theatres
Venice's other theatres, mostly sharing the programme of La Fenice or putting on drama in Italian, are probably of less interest to the foreign visitor. Teatro Fondamenta Nuove is an avant-garde venue which hosts occasional drama, dance and musical events. It's one of the few contemporary music venues in Venice.
Tourist concerts
There are a range of concerts put on for tourist audiences in historic buildings and churches around Venice. The quality of the music may be variable, the seats may be uncomfortable, and there probably won't be an interval or refreshments. But often these make appealing entertainment for the visitor. Tickets, which aren't cheap, can generally be bought from the venues before shows, or from a very useful music shop near the Rialto on Salizzada del Fontego dei Tedeschi, where you can also find more information on concerts. Look out for posters for more choices. Here is a selection: