Sculpture: I know this sounds weird, but try to imagine you physically are the sculpture, even if it doesn't have any recognizable human form. Also, try looking at the sculpture from different angles.
Photography: Imagine you're looking through a camera, and taking exactly that picture yourself.
Cinema: See several films by the same director back-to-back, so you can start to appreciate his or her personal style.
Ballet: First, the basics: you need to be able to see facial expressions, so unless your seats are very close to the stage bring good binoculars. Then, for dance that has an actual story, stay aware of which character is which: if necessary, try to get an isle seat so you can take advantage of the isle lighting to glance at your program. From there, the big trick is to imagine you're in some kind of bizarre alternate universe where nobody can actually talk, and can only communicate through dance (I know that sounds weird but it actually helps pull you into the work). The current Pacific Northwest Ballet performance of Romeo and Juliette (which ends Oct 4) would be an excellent place to start.
Live Theatre: If it's improvisational, then enjoy: my one recommendation would be that you at least try "long form" improv. On the other hand, if it's scripted, then leave at intermission. Just kidding. Kind of. Stated more constructively, my personal recommendation would be to look for one-person shows, or theatre companies which use an "ensemble" model (i.e. which always cast their shows with actors who are members of their company). In the latter case, you can look forward to seeing how the same actors handle different roles within the same season. In fact, now that I think about it that may explain why I enjoyed live theatre so much at my college while I was an undergraduate, but since then seem to have had much less luck. In the Seattle area, a good example of the latter is Washington Ensemble Theatre.
Opera: Here's the thing... It's not as if opera composers, regardless of their era, would prefer the audience not be able to understand what is being sung: the ideal would be if each audience member were fluent in the opera's language and could correctly discern every word. So, having to project the text above the stage so that the audience can understand what is being sung, although helpful and common, is a real change to the art form: in depending on the supertitles you're constantly switching from reading the text to watching the cast, all while you're supposed to be comprehending the story and being enraptured by the music. Here's what I recommend instead: (1) figure out what the best opera company is within driving distance, (2) figure out what works they have scheduled, (3) listen to at least some of each work to figure out which has the style of music you like best, (4) get that one work on CD and listen to it several times while reading along with the translation. That way when you actually see the work live that season, you'll know how the story goes and can ignore the supertitles. [Note: another opportunity is the live simulcasts by the New York Metropolitan Opera.]
Classical Music: It actually does make a difference when you hear this kind of music live. However, what I've discovered over the years is that hearing a performance via simulcast isn't that far removed from the in-person experience. What's nice about KUAT FM (which also does high-quality broadcasts over the internet) is that it carries live broadcasts for a variety of the world's best orchestras, and publishes the programs at least a month in advance. I particularly recommend the San Francisco Symphony, which does an excellent job of selecting and presenting new works. One technique I sometimes find helpful for more abstract pieces is to imagine that the sounds are painting a picture, or that the melody is like a plane tracing out a path through the air: higher for higher pitches, lower for lower pitches.
Architecture: Guided tours really help, e.g. via the Seattle Architecture Foundation. If you can, try to see buildings from the inside as well.