#1 - Wear layers. It's always cold in the theatre and the colder I get, the worse my pain gets. You can also use some of those layers to sit on and make yourself more comfortable.
#2 - Wear a scarf. A stiff neck is always painful, so I make sure I always have my scarf to keep it warm.
#3 - Wear a stick on heat pad. These aren't cheap as disposable items go but ThermaCare do some great ones that last the duration of the play and long into the evening.
#4 - Drink wine. It's all part of the experience.
#5 - If possible, avoid the Grand Circle and therefore the many flights of stairs to get to it. And if possible, book a seat near the toilets so you can be front of the cue at the interval. The seating plan is an important tool when booking tickets, so use it to your best advantage.